-46.5%
AXON vs CLBK
+60.2%
-106.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +1.0% | -19.2% | -18.3% |
| 7D | -26.8% | +0.6% | -27.5% | -26.9% |
| 30D | -22.9% | +2.9% | -25.8% | -23.1% |
| 3M | -40.1% | +3.0% | -43.0% | -40.4% |
| 6M | -18.9% | +27.3% | -46.2% | -21.3% |
| YTD | -44.9% | +58.0% | -102.9% | -44.9% |
| All | -46.5% | +60.2% | -106.6% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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