+112,002.2%
AXON vs CMS
+399.4%
+111,602.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.1% |
| 7D | -14.2% | +0.4% | -14.5% | -14.3% |
| 30D | -15.4% | -3.6% | -11.8% | -14.3% |
| 3M | +0.5% | -1.9% | +2.4% | +0.9% |
| 6M | -9.5% | -11.0% | +1.5% | -6.3% |
| YTD | -9.2% | +0.2% | -9.4% | -10.1% |
| 1Y | -29.4% | -1.3% | -28.1% | -29.9% |
| 3Y | +139.4% | +35.9% | +103.5% | +107.4% |
| 5Y | +178.9% | +23.1% | +155.8% | +145.9% |
| 10Y | +1,840.8% | +117.9% | +1,722.9% | +1,205.2% |
| All | +112,002.2% | +399.4% | +111,602.8% | +47,301.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling