+1,016.4%
AXON vs CMI
+323.3%
+693.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.0% |
| 7D | -19.7% | +1.5% | -21.2% | -20.3% |
| 30D | -25.7% | -14.0% | -11.7% | -21.3% |
| 3M | -48.8% | -28.3% | -20.5% | -41.8% |
| 6M | -22.0% | -34.9% | +12.9% | -9.2% |
| YTD | -45.9% | -9.9% | -36.1% | -46.6% |
| 1Y | -46.1% | -3.6% | -42.4% | -48.3% |
| 3Y | +40.9% | +120.9% | -80.0% | -10.6% |
| 5Y | +80.2% | +116.1% | -35.9% | +14.0% |
| All | +1,016.4% | +323.3% | +693.1% | +363.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 10y: compounded portfolio wealth divided by compounded CMI 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…
10y analysis · Full analysis span regression · 6 months rolling