+182.3%
AXON vs CRL
-35.5%
+217.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.7% | -2.5% | -3.7% |
| 7D | -14.2% | -1.0% | -13.1% | -13.9% |
| 30D | -15.4% | +10.7% | -26.0% | -17.9% |
| 3M | +0.5% | +55.3% | -54.8% | -12.0% |
| 6M | -9.5% | +60.7% | -70.2% | -22.0% |
| YTD | -9.2% | +44.6% | -53.8% | -19.5% |
| 1Y | -29.4% | +77.7% | -107.1% | -40.9% |
| 3Y | +139.4% | +37.6% | +101.8% | +101.8% |
| All | +182.3% | -35.5% | +217.8% | +200.4% |
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