+2.4%
CARR vs AXON
+128.5%
-126.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.6% |
| 7D | +0.6% | -3.3% | +4.0% | +1.0% |
| 30D | -8.7% | -17.8% | +9.2% | -6.8% |
| 3M | -18.4% | +8.3% | -26.6% | -19.8% |
| 6M | -0.6% | -12.4% | +11.7% | +0.2% |
| YTD | +10.9% | -13.7% | +24.7% | +11.7% |
| 1Y | -7.3% | -33.1% | +25.8% | -2.6% |
| All | +2.4% | +128.5% | -126.1% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling