+4,063.6%
CMG vs AXON
+3,396.9%
+666.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.3% | -2.3% | +1.1% |
| 7D | +4.1% | -25.6% | +29.7% | +10.1% |
| 30D | +20.5% | -23.9% | +44.4% | +26.8% |
| 3M | +14.5% | -50.4% | +64.9% | +31.1% |
| 6M | +14.8% | -20.0% | +34.8% | +16.4% |
| YTD | -1.0% | -44.5% | +43.5% | +7.1% |
| 1Y | +22.9% | -44.9% | +67.8% | +33.0% |
| 3Y | -13.6% | +44.7% | -58.3% | -28.2% |
| 5Y | +0.9% | +86.7% | -85.8% | -23.4% |
| 10Y | +361.4% | +1,060.5% | -699.1% | +116.3% |
| All | +4,063.6% | +3,396.9% | +666.7% | +972.8% |
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 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