+79.1%
CME vs AXON
+179.8%
-100.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | -0.2% |
| 7D | -1.6% | -14.2% | +12.6% | -1.2% |
| 30D | +6.2% | -15.4% | +21.6% | +6.6% |
| 3M | +10.4% | +0.5% | +9.9% | +10.2% |
| 6M | -9.5% | -9.5% | 0.0% | -9.3% |
| YTD | +6.0% | -9.2% | +15.2% | +6.2% |
| 1Y | +9.3% | -29.4% | +38.7% | +10.7% |
| 3Y | +57.7% | +139.4% | -81.8% | +42.3% |
| All | +79.1% | +179.8% | -100.7% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling