+394.0%
CARR vs AXON
+496.4%
-102.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.8% |
| 7D | +3.5% | +0.8% | +2.7% | +3.3% |
| 30D | +0.4% | -22.8% | +23.1% | +4.4% |
| 3M | -14.1% | -48.8% | +34.7% | -4.6% |
| 6M | -16.7% | -16.3% | -0.4% | -16.2% |
| YTD | +4.2% | -44.5% | +48.7% | +11.3% |
| 1Y | -0.2% | -43.4% | +43.2% | +6.1% |
| 3Y | +10.9% | +44.3% | -33.4% | -8.8% |
| 5Y | +3.9% | +85.1% | -81.2% | -22.9% |
| All | +394.0% | +496.4% | -102.4% | +174.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling