+135.4%
AXON vs CRS
+653.3%
-517.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -1.1% |
| 7D | -2.5% | -3.1% | +0.6% | -1.7% |
| 30D | -11.5% | -19.6% | +8.1% | -6.6% |
| 3M | +7.3% | -8.1% | +15.4% | +9.0% |
| 6M | -11.9% | +18.6% | -30.5% | -17.1% |
| YTD | -11.0% | +45.9% | -56.9% | -21.2% |
| 1Y | -31.8% | +82.5% | -114.2% | -43.8% |
| 3Y | +135.4% | +648.9% | -513.5% | +45.0% |
| All | +135.4% | +653.3% | -517.8% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling