+1,854.5%
AXON vs CRS
+1,306.2%
+548.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -1.0% |
| 7D | -2.5% | -3.1% | +0.6% | -1.6% |
| 30D | -11.5% | -19.6% | +8.1% | -5.9% |
| 3M | +7.3% | -8.1% | +15.4% | +9.3% |
| 6M | -11.9% | +18.6% | -30.5% | -17.6% |
| YTD | -11.0% | +45.9% | -56.9% | -22.0% |
| 1Y | -31.8% | +82.5% | -114.2% | -44.7% |
| 3Y | +135.4% | +648.9% | -513.5% | +21.3% |
| 5Y | +176.9% | +1,438.1% | -1,261.3% | +9.7% |
| 10Y | +1,854.5% | +1,327.0% | +527.5% | +582.0% |
| All | +1,854.5% | +1,306.2% | +548.3% | +582.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling