+5,062.8%
CRM vs AXON
+2,037.1%
+3,025.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.5% |
| 7D | +2.0% | +0.8% | +1.2% | +1.7% |
| 30D | -7.7% | -22.8% | +15.1% | -2.6% |
| 3M | +8.4% | -48.8% | +57.1% | +25.0% |
| 6M | +31.9% | -16.3% | +48.2% | +34.7% |
| YTD | -17.2% | -44.5% | +27.3% | -8.3% |
| 1Y | -8.6% | -43.4% | +34.8% | +0.7% |
| 3Y | +3.1% | +44.3% | -41.1% | -11.7% |
| 5Y | -27.6% | +85.1% | -112.7% | -43.0% |
| 10Y | +197.6% | +1,060.5% | -862.9% | +45.6% |
| All | +5,062.8% | +2,037.1% | +3,025.7% | +1,384.6% |
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 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