+421.5%
CARR vs AXON
+806.3%
-384.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -3.8% | -7.0% | +3.3% | -2.6% |
| 30D | -8.9% | -20.1% | +11.2% | -5.6% |
| 3M | -17.3% | +7.4% | -24.7% | -19.4% |
| 6M | -1.4% | -7.4% | +6.0% | -2.1% |
| YTD | +10.0% | -15.6% | +25.6% | +10.1% |
| 1Y | -6.4% | -36.2% | +29.8% | -1.1% |
| 3Y | +1.5% | +124.8% | -123.3% | -22.2% |
| 5Y | +9.3% | +166.6% | -157.3% | -23.4% |
| All | +421.5% | +806.3% | -384.8% | +171.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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