+67,943.5%
AXON vs CRL
+922.8%
+67,020.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +7.8% | -26.0% | -21.6% |
| 7D | -26.8% | -6.1% | -20.7% | -25.7% |
| 30D | -22.9% | +12.4% | -35.3% | -27.9% |
| 3M | -40.1% | +27.1% | -67.2% | -47.2% |
| 6M | -18.9% | +85.7% | -104.6% | -40.1% |
| YTD | -44.9% | +69.2% | -114.1% | -58.1% |
| 1Y | -46.7% | +97.5% | -144.2% | -62.3% |
| 3Y | +44.3% | +86.1% | -41.8% | -8.2% |
| 5Y | +71.4% | -10.0% | +81.4% | +52.0% |
| 10Y | +1,324.0% | +395.0% | +929.1% | +417.0% |
| All | +67,943.5% | +922.8% | +67,020.7% | +14,954.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling