+14.1%
CME vs AXON
-50.4%
+64.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.5% |
| 7D | -0.6% | -28.7% | +28.2% | -1.5% |
| 30D | +8.5% | -28.3% | +36.8% | +7.5% |
| 3M | +16.0% | -46.9% | +62.9% | +13.4% |
| 6M | +9.3% | -24.9% | +34.2% | +9.8% |
| YTD | +15.3% | -46.6% | +61.9% | +13.9% |
| All | +14.1% | -50.4% | +64.5% | +13.1% |
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