+75.1%
CME vs AXON
+84.3%
-9.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.3% | -2.1% | +2.1% |
| 7D | +2.5% | -25.6% | +28.1% | +3.1% |
| 30D | +13.9% | -23.9% | +37.8% | +14.6% |
| 3M | +22.4% | -50.4% | +72.8% | +24.2% |
| 6M | +12.9% | -20.0% | +32.9% | +12.9% |
| YTD | +19.6% | -44.5% | +64.1% | +21.1% |
| 1Y | +17.7% | -44.9% | +62.6% | +19.1% |
| 3Y | +65.3% | +44.7% | +20.6% | +52.1% |
| 5Y | +75.1% | +86.7% | -11.6% | +52.0% |
| All | +75.1% | +84.3% | -9.2% | +52.0% |
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