-3.9%
CRM vs AXON
+161.3%
-165.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.2% |
| 7D | -8.1% | -11.0% | +2.9% | -4.8% |
| 30D | +23.1% | -24.7% | +47.8% | +33.6% |
| 3M | +42.5% | +7.0% | +35.6% | +37.5% |
| 6M | +25.3% | -9.6% | +35.0% | +25.9% |
| YTD | -7.8% | -15.7% | +7.9% | -6.3% |
| 1Y | +1.0% | -35.9% | +37.0% | +10.8% |
| 3Y | +10.0% | +123.0% | -113.0% | -27.8% |
| 5Y | -3.9% | +166.3% | -170.2% | -48.3% |
| All | -3.9% | +161.3% | -165.2% | -48.3% |
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