+12.4%
CMG vs AXON
-44.3%
+56.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | +0.1% |
| 7D | +2.5% | +0.8% | +1.7% | +2.4% |
| 30D | +15.6% | -22.8% | +38.4% | +17.9% |
| 3M | +8.2% | -48.8% | +56.9% | +13.3% |
| 6M | +9.9% | -16.3% | +26.2% | +7.1% |
| YTD | -4.6% | -44.5% | +39.8% | -2.1% |
| 1Y | +12.4% | -43.4% | +55.8% | +15.1% |
| All | +12.4% | -44.3% | +56.7% | +15.1% |
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