+5,793.7%
CRM vs AXON
+3,324.3%
+2,469.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -1.9% | -3.4% |
| 7D | -3.5% | -2.5% | -1.0% | -2.9% |
| 30D | +29.3% | -11.5% | +40.7% | +32.6% |
| 3M | +36.8% | +7.3% | +29.5% | +33.3% |
| 6M | +23.9% | -11.9% | +35.8% | +25.2% |
| YTD | -5.5% | -11.0% | +5.5% | -5.3% |
| 1Y | -0.4% | -31.8% | +31.3% | +5.4% |
| 3Y | +12.8% | +135.4% | -122.6% | -13.2% |
| 5Y | -3.5% | +176.9% | -180.4% | -30.3% |
| 10Y | +238.4% | +1,854.5% | -1,616.0% | +47.4% |
| All | +5,793.7% | +3,324.3% | +2,469.4% | +1,433.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling