-27.3%
CRM vs AXON
+83.1%
-110.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.7% |
| 7D | +2.0% | +0.8% | +1.2% | +1.7% |
| 30D | -7.7% | -22.8% | +15.1% | -1.2% |
| 3M | +8.4% | -48.8% | +57.1% | +30.4% |
| 6M | +31.9% | -16.3% | +48.2% | +34.9% |
| YTD | -17.2% | -44.5% | +27.3% | -5.8% |
| 1Y | -8.6% | -43.4% | +34.8% | +3.2% |
| 3Y | +3.1% | +44.3% | -41.1% | -23.7% |
| All | -27.3% | +83.1% | -110.5% | -58.8% |
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