+293.8%
AXTI vs CMS
+314.0%
-20.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.7% | -5.6% | -4.2% |
| 7D | +7.6% | +1.7% | +5.9% | +7.3% |
| 30D | -32.1% | +6.2% | -38.3% | -33.0% |
| 3M | -46.0% | +0.6% | -46.6% | -46.2% |
| 6M | -65.7% | -1.8% | -63.9% | -65.9% |
| YTD | +155.9% | +3.8% | +152.1% | +151.9% |
| 1Y | +300.8% | -1.8% | +302.5% | +298.3% |
| 3Y | +1,981.6% | +39.8% | +1,941.8% | +1,814.5% |
| 5Y | +359.3% | +37.1% | +322.2% | +321.1% |
| 10Y | +780.8% | +138.6% | +642.2% | +599.8% |
| All | +293.8% | +314.0% | -20.2% | +83.2% |
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