+238.9%
CRM vs AXON
+1,815.8%
-1,576.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -4.4% | -7.0% | +2.6% | -2.6% |
| 30D | +28.1% | -20.1% | +48.2% | +35.5% |
| 3M | +48.8% | +7.4% | +41.4% | +44.3% |
| 6M | +28.3% | -7.4% | +35.6% | +28.1% |
| YTD | -6.0% | -15.6% | +9.6% | -4.6% |
| 1Y | +1.4% | -36.2% | +37.6% | +10.0% |
| 3Y | +11.8% | +124.8% | -113.0% | -17.0% |
| 5Y | -2.0% | +166.6% | -168.6% | -34.0% |
| All | +238.9% | +1,815.8% | -1,576.9% | +58.9% |
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