-14.7%
CMG vs AXON
+31.7%
-46.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.1% | +6.9% | +4.2% |
| 7D | +8.6% | -28.7% | +37.3% | +12.7% |
| 30D | +13.1% | -28.3% | +41.4% | +17.3% |
| 3M | +9.0% | -46.9% | +55.9% | +16.5% |
| 6M | +10.0% | -24.9% | +34.9% | +10.7% |
| YTD | -3.4% | -46.6% | +43.2% | +1.3% |
| 1Y | +16.8% | -49.7% | +66.5% | +23.5% |
| 3Y | -14.7% | +40.6% | -55.3% | -25.8% |
| All | -14.7% | +31.7% | -46.4% | -25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling