-9.5%
AXON vs CTAS
+0.1%
-9.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.0% |
| 7D | -14.2% | -1.8% | -12.3% | -13.2% |
| 30D | -15.4% | -0.2% | -15.2% | -15.3% |
| 3M | +0.5% | +11.7% | -11.2% | -6.8% |
| 6M | -9.5% | +0.7% | -10.2% | -13.5% |
| All | -9.5% | +0.1% | -9.6% | -13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling