+1,028.0%
AXON vs CTAS
+820.8%
+207.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.7% |
| 7D | -27.4% | +0.7% | -28.1% | -27.5% |
| 30D | -28.5% | +11.3% | -39.8% | -32.5% |
| 3M | -49.3% | +11.4% | -60.7% | -52.1% |
| 6M | -25.0% | +35.6% | -60.7% | -36.9% |
| YTD | -46.7% | +20.7% | -67.4% | -52.2% |
| 1Y | -48.3% | +22.8% | -71.1% | -54.1% |
| 3Y | +38.8% | +73.4% | -34.6% | -1.0% |
| 5Y | +77.7% | +117.6% | -39.9% | +10.3% |
| 10Y | +1,028.0% | +818.4% | +209.6% | +219.2% |
| All | +1,028.0% | +820.8% | +207.2% | +219.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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