-31.0%
AXON vs CRS
+83.0%
-114.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -1.4% |
| 7D | -2.5% | -3.1% | +0.6% | -1.9% |
| 30D | -11.5% | -19.6% | +8.1% | -8.3% |
| 3M | +7.3% | -8.1% | +15.4% | +8.3% |
| 6M | -11.9% | +18.6% | -30.5% | -15.4% |
| YTD | -11.0% | +45.9% | -56.9% | -17.8% |
| All | -31.0% | +83.0% | -114.0% | -38.6% |
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