+1,060.5%
AXON vs CMS
+137.8%
+922.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | -25.6% | -1.1% | -24.5% | -25.5% |
| 30D | -23.9% | +6.6% | -30.5% | -24.7% |
| 3M | -50.4% | +0.8% | -51.2% | -50.5% |
| 6M | -20.0% | -3.3% | -16.7% | -19.7% |
| YTD | -44.5% | +2.7% | -47.2% | -45.0% |
| 1Y | -44.9% | -4.0% | -40.9% | -44.7% |
| 3Y | +44.7% | +37.6% | +7.1% | +32.5% |
| 5Y | +86.7% | +35.4% | +51.2% | +69.5% |
| 10Y | +1,060.5% | +136.0% | +924.5% | +1,039.6% |
| All | +1,060.5% | +137.8% | +922.7% | +1,039.6% |
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