+3,961.4%
CMG vs AXON
+3,261.2%
+700.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.1% | +6.9% | +4.5% |
| 7D | +8.6% | -28.7% | +37.3% | +16.0% |
| 30D | +13.1% | -28.3% | +41.4% | +20.6% |
| 3M | +9.0% | -46.9% | +55.9% | +22.9% |
| 6M | +10.0% | -24.9% | +34.9% | +13.0% |
| YTD | -3.4% | -46.6% | +43.2% | +5.3% |
| 1Y | +16.8% | -49.7% | +66.5% | +28.9% |
| 3Y | -14.7% | +40.6% | -55.3% | -28.7% |
| 5Y | -1.5% | +71.9% | -73.4% | -24.0% |
| 10Y | +383.6% | +1,180.9% | -797.3% | +121.8% |
| All | +3,961.4% | +3,261.2% | +700.2% | +955.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling