+318.0%
CORZ vs AXON
+19.3%
+298.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.5% |
| 7D | +26.4% | -19.7% | +46.1% | +34.0% |
| 30D | -6.8% | -25.7% | +18.9% | +1.5% |
| 3M | -31.1% | -48.8% | +17.7% | -16.0% |
| 6M | -36.9% | -22.0% | -14.9% | -36.4% |
| YTD | -1.2% | -45.9% | +44.7% | +12.7% |
| 1Y | -12.5% | -46.1% | +33.5% | +0.2% |
| All | +318.0% | +19.3% | +298.7% | +189.5% |
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