+2,269.4%
AXON vs CBRE
+2,039.6%
+229.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.6% | -17.6% | -18.0% |
| 7D | -26.8% | +5.2% | -32.0% | -28.0% |
| 30D | -22.9% | +6.2% | -29.1% | -24.4% |
| 3M | -40.1% | -8.1% | -32.0% | -38.4% |
| 6M | -18.9% | -6.6% | -12.2% | -17.1% |
| YTD | -44.9% | -15.7% | -29.2% | -42.2% |
| 1Y | -46.7% | -9.7% | -37.0% | -45.3% |
| 3Y | +44.3% | +80.4% | -36.1% | +17.4% |
| 5Y | +71.4% | +27.0% | +44.4% | +54.5% |
| 10Y | +1,324.0% | +412.9% | +911.1% | +715.6% |
| All | +2,269.4% | +2,039.6% | +229.8% | +778.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling