-18.9%
AXON vs CRL
+80.3%
-99.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +7.8% | -26.0% | -20.2% |
| 7D | -26.8% | -6.1% | -20.7% | -25.0% |
| 30D | -22.9% | +12.4% | -35.3% | -26.9% |
| 3M | -40.1% | +27.1% | -67.2% | -46.3% |
| 6M | -18.9% | +85.7% | -104.6% | -41.6% |
| All | -18.9% | +80.3% | -99.2% | -41.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling