-8.0%
CARR vs AXON
-35.0%
+27.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -2.2% |
| 7D | -4.1% | -11.0% | +6.9% | -3.8% |
| 30D | -11.0% | -24.7% | +13.8% | -10.3% |
| 3M | -16.4% | +7.0% | -23.4% | -16.2% |
| 6M | -2.4% | -9.6% | +7.3% | -1.4% |
| YTD | +8.4% | -15.7% | +24.1% | +11.3% |
| 1Y | -8.0% | -35.9% | +28.0% | -1.3% |
| All | -8.0% | -35.0% | +27.0% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling