-43.4%
AXON vs CRS
-14.1%
-29.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.7% | +5.4% | +3.1% |
| 7D | +0.8% | +4.8% | -4.0% | 0.0% |
| 30D | -22.8% | -23.2% | +0.4% | -20.4% |
| 3M | -48.8% | -45.5% | -3.3% | -43.8% |
| 6M | -16.3% | -33.1% | +16.8% | -11.7% |
| YTD | -44.5% | -7.2% | -37.3% | -45.8% |
| 1Y | -43.4% | -10.0% | -33.4% | -44.1% |
| All | -43.4% | -14.1% | -29.3% | -44.1% |
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