+44.3%
AXON vs CBRE
+84.7%
-40.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.4% | +4.3% |
| 7D | -25.6% | -4.6% | -21.0% | -24.1% |
| 30D | -23.9% | +3.0% | -26.9% | -24.9% |
| 3M | -50.4% | -8.7% | -41.7% | -48.5% |
| 6M | -20.0% | -7.9% | -12.1% | -17.2% |
| YTD | -44.5% | -16.3% | -28.2% | -40.9% |
| 1Y | -44.9% | -13.1% | -31.8% | -42.2% |
| All | +44.3% | +84.7% | -40.5% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling