+77.2%
AXON vs CLX
-26.4%
+103.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +0.3% | -18.4% | -18.2% |
| 7D | -26.8% | +13.6% | -40.4% | -28.3% |
| 30D | -22.9% | +23.4% | -46.3% | -25.4% |
| 3M | -40.1% | -2.8% | -37.2% | -40.0% |
| 6M | -18.9% | +14.0% | -32.9% | -20.1% |
| YTD | -44.9% | +4.2% | -49.1% | -45.4% |
| 1Y | -46.7% | -1.2% | -45.5% | -47.0% |
| 3Y | +44.3% | -12.7% | +57.0% | +44.1% |
| All | +77.2% | -26.4% | +103.6% | +73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling