+609.4%
AXON vs CLBK
+62.9%
+546.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.3% | -3.7% |
| 7D | -28.7% | +1.8% | -30.5% | -29.1% |
| 30D | -28.3% | +5.1% | -33.4% | -29.3% |
| 3M | -46.9% | +5.2% | -52.1% | -47.8% |
| 6M | -24.9% | +28.6% | -53.4% | -30.3% |
| YTD | -46.6% | +61.4% | -108.0% | -53.8% |
| 1Y | -49.7% | +64.7% | -114.4% | -56.8% |
| 3Y | +40.6% | +55.1% | -14.6% | +19.3% |
| 5Y | +71.9% | +28.4% | +43.5% | +47.7% |
| All | +609.4% | +62.9% | +546.5% | +478.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling