+1,304.8%
AXON vs CBRE
+397.3%
+907.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.6% | -17.6% | -17.9% |
| 7D | -26.8% | +5.2% | -32.0% | -28.5% |
| 30D | -22.9% | +6.2% | -29.1% | -25.1% |
| 3M | -40.1% | -8.1% | -32.0% | -37.8% |
| 6M | -18.9% | -6.6% | -12.2% | -16.4% |
| YTD | -44.9% | -15.7% | -29.2% | -41.1% |
| 1Y | -46.7% | -9.7% | -37.0% | -44.9% |
| 3Y | +44.3% | +80.4% | -36.1% | +5.3% |
| 5Y | +71.4% | +27.0% | +44.4% | +44.2% |
| All | +1,304.8% | +397.3% | +907.6% | +515.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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