+328.9%
CME vs AXON
+1,304.2%
-975.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -18.2% | +17.7% | +0.9% |
| 7D | +0.9% | -26.8% | +27.7% | +3.0% |
| 30D | +13.2% | -22.9% | +36.1% | +15.1% |
| 3M | +16.3% | -40.1% | +56.4% | +20.0% |
| 6M | +7.1% | -18.9% | +26.0% | +7.3% |
| YTD | +15.8% | -44.9% | +60.7% | +19.2% |
| 1Y | +17.1% | -46.7% | +63.8% | +20.7% |
| 3Y | +63.2% | +44.3% | +18.8% | +46.9% |
| 5Y | +70.2% | +71.4% | -1.2% | +46.5% |
| All | +328.9% | +1,304.2% | -975.4% | +162.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling