+321.2%
CMG vs AXON
+1,813.9%
-1,492.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.7% |
| 7D | -3.8% | -11.0% | +7.2% | -1.6% |
| 30D | +12.9% | -24.7% | +37.7% | +19.0% |
| 3M | +18.8% | +7.0% | +11.8% | +14.9% |
| 6M | +4.1% | -9.6% | +13.7% | +3.2% |
| YTD | -2.4% | -15.7% | +13.3% | -2.5% |
| 1Y | -6.7% | -35.9% | +29.3% | -1.5% |
| 3Y | -7.1% | +123.0% | -130.1% | -30.2% |
| 5Y | -5.0% | +166.3% | -171.3% | -35.0% |
| All | +321.2% | +1,813.9% | -1,492.7% | +103.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling