-5.7%
CMG vs AXON
+167.8%
-173.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.5% | -1.9% |
| 7D | -6.5% | -3.3% | -3.1% | -5.9% |
| 30D | +12.1% | -17.8% | +29.9% | +15.8% |
| 3M | +20.6% | +8.3% | +12.3% | +16.2% |
| 6M | +2.1% | -12.4% | +14.4% | +2.0% |
| YTD | -2.6% | -13.7% | +11.1% | -3.2% |
| 1Y | -8.7% | -33.1% | +24.4% | -4.1% |
| 3Y | -7.4% | +128.2% | -135.6% | -36.3% |
| 5Y | -5.7% | +170.5% | -176.2% | -47.3% |
| All | -5.7% | +167.8% | -173.4% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling