+77.2%
AXON vs CMS
+32.6%
+44.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.1% | -16.1% | -18.1% |
| 7D | -26.8% | -1.3% | -25.5% | -26.8% |
| 30D | -22.9% | +6.3% | -29.2% | -22.9% |
| 3M | -40.1% | -2.1% | -38.0% | -40.1% |
| 6M | -18.9% | -5.1% | -13.8% | -18.9% |
| YTD | -44.9% | +1.3% | -46.1% | -45.2% |
| 1Y | -46.7% | -1.4% | -45.3% | -46.9% |
| 3Y | +44.3% | +36.9% | +7.4% | +37.0% |
| All | +77.2% | +32.6% | +44.6% | +72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling