+80.2%
AXON vs CTAS
+118.4%
-38.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.7% |
| 7D | -19.7% | +0.5% | -20.2% | -19.8% |
| 30D | -25.7% | +10.2% | -35.9% | -29.7% |
| 3M | -48.8% | +12.1% | -60.9% | -52.1% |
| 6M | -22.0% | +38.3% | -60.3% | -35.9% |
| YTD | -45.9% | +21.9% | -67.8% | -52.2% |
| 1Y | -46.1% | +24.0% | -70.1% | -52.9% |
| 3Y | +40.9% | +75.1% | -34.2% | -6.8% |
| 5Y | +80.2% | +116.9% | -36.7% | -10.2% |
| All | +80.2% | +118.4% | -38.1% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling