-29.4%
AXON vs CRS
+102.1%
-131.4%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.7% | -5.9% | -4.5% |
| 7D | -14.2% | -0.2% | -13.9% | -14.1% |
| 30D | -15.4% | -16.6% | +1.2% | -12.9% |
| 3M | +0.5% | -3.5% | +4.0% | +0.6% |
| 6M | -9.5% | +15.4% | -24.9% | -12.6% |
| YTD | -9.2% | +51.2% | -60.4% | -16.8% |
| 1Y | -29.4% | +98.3% | -127.7% | -37.9% |
| All | -29.4% | +102.1% | -131.4% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling