+480.1%
AXTI vs CL
+622.2%
-142.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.5% | +11.1% | +9.8% |
| 7D | +5.1% | -2.2% | +7.3% | +5.4% |
| 30D | -10.2% | -4.8% | -5.3% | -9.7% |
| 3M | -41.8% | +4.9% | -46.8% | -42.8% |
| 6M | +57.5% | -5.7% | +63.2% | +57.1% |
| YTD | +277.0% | +14.4% | +262.6% | +264.4% |
| 1Y | +1,982.4% | +8.7% | +1,973.7% | +1,920.2% |
| 3Y | +2,234.8% | +30.0% | +2,204.9% | +2,054.1% |
| 5Y | +528.3% | +28.4% | +500.0% | +476.0% |
| 10Y | +1,310.5% | +50.1% | +1,260.4% | +1,119.8% |
| All | +480.1% | +622.2% | -142.1% | +197.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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