+22.9%
CMG vs AXON
-45.9%
+68.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.3% | -2.3% | +1.6% |
| 7D | +4.1% | -25.6% | +29.7% | +6.5% |
| 30D | +20.5% | -23.9% | +44.4% | +23.1% |
| 3M | +14.5% | -50.4% | +64.9% | +20.1% |
| 6M | +14.8% | -20.0% | +34.8% | +12.8% |
| YTD | -1.0% | -44.5% | +43.5% | +1.8% |
| 1Y | +22.9% | -44.9% | +67.8% | +26.5% |
| All | +22.9% | -45.9% | +68.8% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling