-46.1%
AXON vs CMI
-3.3%
-42.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.5% |
| 7D | -19.7% | +1.5% | -21.2% | -19.8% |
| 30D | -25.7% | -14.0% | -11.7% | -25.1% |
| 3M | -48.8% | -28.3% | -20.5% | -48.0% |
| 6M | -22.0% | -34.9% | +12.9% | -20.7% |
| YTD | -45.9% | -9.9% | -36.1% | -53.5% |
| 1Y | -46.1% | -3.6% | -42.4% | -55.5% |
| All | -46.1% | -3.3% | -42.7% | -55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling