+19.6%
CME vs AXON
-40.7%
+60.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +1.5% |
| 7D | +4.8% | +0.2% | +4.6% | +4.8% |
| 30D | +14.2% | +3.0% | +11.2% | +14.3% |
| 3M | +17.9% | -30.1% | +48.1% | +16.1% |
| 6M | +7.2% | +7.7% | -0.5% | +8.9% |
| YTD | +16.7% | -25.3% | +42.0% | +17.1% |
| 1Y | +19.6% | -39.9% | +59.5% | +19.8% |
| All | +19.6% | -40.7% | +60.3% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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