+6,781.2%
CME vs AXON
+145,500.8%
-138,719.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.3% |
| 7D | -1.6% | -14.2% | +12.6% | +0.3% |
| 30D | +6.2% | -15.4% | +21.6% | +8.0% |
| 3M | +10.4% | +0.5% | +9.9% | +9.1% |
| 6M | -9.5% | -9.5% | 0.0% | -10.0% |
| YTD | +6.0% | -9.2% | +15.2% | +4.7% |
| 1Y | +9.3% | -29.4% | +38.7% | +11.2% |
| 3Y | +57.7% | +139.4% | -81.8% | +29.8% |
| 5Y | +77.7% | +178.9% | -101.2% | +38.6% |
| 10Y | +281.2% | +1,840.8% | -1,559.6% | +101.7% |
| All | +6,781.2% | +145,500.8% | -138,719.6% | +1,775.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling