+112,002.2%
AXON vs CMI
+9,709.9%
+102,292.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.8% | -7.0% | -5.4% |
| 7D | -14.2% | -0.7% | -13.4% | -13.9% |
| 30D | -15.4% | -13.4% | -2.0% | -9.9% |
| 3M | +0.5% | -17.0% | +17.5% | +7.6% |
| 6M | -9.5% | -1.6% | -7.9% | -11.7% |
| YTD | -9.2% | +11.0% | -20.2% | -16.6% |
| 1Y | -29.4% | +41.9% | -71.3% | -42.5% |
| 3Y | +139.4% | +151.8% | -12.4% | +47.1% |
| 5Y | +178.9% | +163.6% | +15.3% | +65.7% |
| 10Y | +1,840.8% | +472.9% | +1,367.9% | +663.8% |
| All | +112,002.2% | +9,709.9% | +102,292.2% | +14,184.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling