+1,304.8%
AXON vs CMS
+125.4%
+1,179.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.1% | -16.1% | -17.8% |
| 7D | -26.8% | -1.3% | -25.5% | -26.6% |
| 30D | -22.9% | +6.3% | -29.2% | -23.6% |
| 3M | -40.1% | -2.1% | -38.0% | -39.9% |
| 6M | -18.9% | -5.1% | -13.8% | -18.3% |
| YTD | -44.9% | +1.3% | -46.1% | -45.3% |
| 1Y | -46.7% | -1.4% | -45.3% | -46.8% |
| 3Y | +44.3% | +36.9% | +7.4% | +33.0% |
| 5Y | +71.4% | +32.5% | +38.8% | +57.4% |
| All | +1,304.8% | +125.4% | +1,179.4% | +1,434.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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