+61.8%
CME vs AXON
+40.0%
+21.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +1.7% | -27.4% | +29.0% | +1.5% |
| 30D | +10.2% | -28.5% | +38.6% | +10.0% |
| 3M | +17.8% | -49.3% | +67.1% | +17.2% |
| 6M | +11.0% | -25.0% | +36.0% | +10.9% |
| YTD | +17.0% | -46.7% | +63.8% | +17.3% |
| 1Y | +15.8% | -48.3% | +64.1% | +16.1% |
| 3Y | +61.8% | +38.8% | +23.0% | +46.2% |
| All | +61.8% | +40.0% | +21.8% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling