+324.6%
CMG vs AXON
+1,027.4%
-702.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.4% | -3.5% |
| 7D | -0.6% | -19.7% | +19.1% | +3.4% |
| 30D | +15.9% | -25.7% | +41.6% | +22.3% |
| 3M | +7.8% | -48.8% | +56.5% | +22.0% |
| 6M | +7.7% | -22.0% | +29.6% | +9.3% |
| YTD | -4.9% | -45.9% | +41.0% | +3.0% |
| 1Y | +12.3% | -46.1% | +58.4% | +21.7% |
| 3Y | -17.1% | +40.9% | -58.0% | -32.2% |
| 5Y | -5.6% | +80.2% | -85.8% | -31.0% |
| All | +324.6% | +1,027.4% | -702.8% | +122.4% |
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