-33.1%
AXON vs CLX
-25.2%
-7.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.4% |
| 7D | -3.3% | -4.9% | +1.6% | -1.9% |
| 30D | -17.8% | -15.8% | -2.0% | -13.9% |
| 3M | +8.3% | -7.9% | +16.2% | +11.0% |
| 6M | -12.4% | -19.0% | +6.7% | -10.6% |
| YTD | -13.7% | -7.9% | -5.8% | -12.1% |
| 1Y | -33.1% | -25.4% | -7.7% | -38.5% |
| All | -33.1% | -25.2% | -7.9% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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