+92.2%
CRH vs AXON
+166.0%
-73.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.5% |
| 7D | -4.8% | -11.0% | +6.3% | -2.7% |
| 30D | -13.1% | -24.7% | +11.6% | -8.7% |
| 3M | -12.0% | +7.0% | -19.0% | -14.1% |
| 6M | -16.9% | -9.6% | -7.2% | -16.8% |
| YTD | -29.0% | -15.7% | -13.3% | -28.5% |
| 1Y | -20.3% | -35.9% | +15.6% | -15.3% |
| 3Y | +69.2% | +123.0% | -53.8% | +30.4% |
| All | +92.2% | +166.0% | -73.9% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling