+395.6%
CARR vs AXON
+480.7%
-85.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.1% |
| 7D | +2.2% | -19.7% | +21.9% | +5.7% |
| 30D | -0.8% | -25.7% | +24.9% | +3.9% |
| 3M | -13.4% | -48.8% | +35.4% | -3.9% |
| 6M | -16.4% | -22.0% | +5.6% | -14.9% |
| YTD | +4.5% | -45.9% | +50.4% | +12.1% |
| 1Y | -1.4% | -46.1% | +44.7% | +5.9% |
| 3Y | +10.0% | +40.9% | -30.9% | -9.1% |
| 5Y | +4.2% | +80.2% | -76.0% | -22.3% |
| All | +395.6% | +480.7% | -85.1% | +176.5% |
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