+138.7%
AXON vs CLBK
+57.4%
+81.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | -14.2% | +1.2% | -15.4% | -14.4% |
| 30D | -15.4% | +9.1% | -24.5% | -17.0% |
| 3M | +0.5% | +27.7% | -27.2% | -4.6% |
| 6M | -9.5% | +40.8% | -50.3% | -15.8% |
| YTD | -9.2% | +66.4% | -75.6% | -18.4% |
| 1Y | -29.4% | +72.4% | -101.8% | -37.2% |
| All | +138.7% | +57.4% | +81.3% | +113.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling