+80.2%
AXON vs CRL
-13.0%
+93.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.5% |
| 7D | -19.7% | +8.9% | -28.6% | -22.1% |
| 30D | -25.7% | +14.0% | -39.7% | -29.2% |
| 3M | -48.8% | +19.8% | -68.6% | -52.0% |
| 6M | -22.0% | +102.0% | -124.0% | -37.7% |
| YTD | -45.9% | +70.8% | -116.8% | -55.0% |
| 1Y | -46.1% | +98.7% | -144.8% | -56.9% |
| 3Y | +40.9% | +98.2% | -57.2% | +0.8% |
| 5Y | +80.2% | -11.7% | +91.9% | +103.3% |
| All | +80.2% | -13.0% | +93.2% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling