+176.9%
AXON vs CMI
+170.2%
+6.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -2.5% | +1.9% | -4.4% | -3.2% |
| 30D | -11.5% | -12.5% | +1.0% | -7.2% |
| 3M | +7.3% | -16.2% | +23.5% | +13.0% |
| 6M | -11.9% | +4.9% | -16.8% | -17.7% |
| YTD | -11.0% | +11.1% | -22.1% | -19.8% |
| 1Y | -31.8% | +43.4% | -75.1% | -46.3% |
| 3Y | +135.4% | +154.1% | -18.7% | +34.0% |
| 5Y | +176.9% | +169.5% | +7.4% | +37.0% |
| All | +176.9% | +170.2% | +6.7% | +37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling