+44.3%
AXON vs CTAS
+75.4%
-31.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -1.8% | -16.4% | -17.3% |
| 7D | -26.8% | +1.2% | -28.0% | -27.0% |
| 30D | -22.9% | +12.8% | -35.7% | -26.9% |
| 3M | -40.1% | +10.3% | -50.4% | -42.6% |
| 6M | -18.9% | +32.0% | -50.9% | -28.6% |
| YTD | -44.9% | +19.1% | -64.0% | -49.4% |
| 1Y | -46.7% | +21.5% | -68.2% | -51.5% |
| 3Y | +44.3% | +76.0% | -31.7% | +16.5% |
| All | +44.3% | +75.4% | -31.1% | +16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling