+9.7%
CRM vs AXON
+123.3%
-113.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.1% |
| 7D | -8.1% | -11.0% | +2.9% | -5.4% |
| 30D | +23.1% | -24.7% | +47.8% | +31.8% |
| 3M | +42.5% | +7.0% | +35.6% | +38.6% |
| 6M | +25.3% | -9.6% | +35.0% | +25.9% |
| YTD | -7.8% | -15.7% | +7.9% | -6.6% |
| 1Y | +1.0% | -35.9% | +37.0% | +8.3% |
| All | +9.7% | +123.3% | -113.6% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling