+245.6%
CRH vs AXON
+1,815.8%
-1,570.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -6.1% | -7.0% | +1.0% | -4.8% |
| 30D | -9.3% | -20.1% | +10.8% | -5.7% |
| 3M | -15.2% | +7.4% | -22.6% | -17.2% |
| 6M | -14.2% | -7.4% | -6.8% | -14.7% |
| YTD | -28.3% | -15.6% | -12.7% | -28.0% |
| 1Y | -21.8% | -36.2% | +14.4% | -17.5% |
| 3Y | +71.6% | +124.8% | -53.2% | +37.0% |
| 5Y | +96.6% | +166.6% | -70.0% | +46.0% |
| All | +245.6% | +1,815.8% | -1,570.2% | +83.6% |
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