+67,943.5%
AXON vs CTAS
+2,530.1%
+65,413.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -1.8% | -16.4% | -17.2% |
| 7D | -26.8% | +1.2% | -28.0% | -27.1% |
| 30D | -22.9% | +12.8% | -35.7% | -27.8% |
| 3M | -40.1% | +10.3% | -50.4% | -43.1% |
| 6M | -18.9% | +32.0% | -50.9% | -30.6% |
| YTD | -44.9% | +19.1% | -64.0% | -50.2% |
| 1Y | -46.7% | +21.5% | -68.2% | -52.4% |
| 3Y | +44.3% | +76.0% | -31.7% | +2.6% |
| 5Y | +71.4% | +110.9% | -39.5% | +9.7% |
| 10Y | +1,324.0% | +849.8% | +474.2% | +273.3% |
| All | +67,943.5% | +2,530.1% | +65,413.4% | +8,181.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling