-44.9%
AXON vs CMS
-2.8%
-42.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.2% |
| 7D | -25.6% | -1.1% | -24.5% | -25.8% |
| 30D | -23.9% | +6.6% | -30.5% | -22.4% |
| 3M | -50.4% | +0.8% | -51.2% | -50.6% |
| 6M | -20.0% | -3.3% | -16.7% | -21.6% |
| YTD | -44.5% | +2.7% | -47.2% | -45.5% |
| 1Y | -44.9% | -4.0% | -40.9% | -45.6% |
| All | -44.9% | -2.8% | -42.0% | -45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling