+270.0%
AXTI vs CL
+702.6%
-432.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +0.2% | -8.5% | -8.4% |
| 7D | -23.4% | +2.6% | -26.0% | -23.6% |
| 30D | -42.6% | +11.8% | -54.3% | -43.4% |
| 3M | -46.7% | +5.9% | -52.6% | -47.3% |
| 6M | -66.2% | +13.3% | -79.5% | -67.1% |
| YTD | +140.4% | +27.1% | +113.3% | +129.1% |
| 1Y | +276.5% | +28.0% | +248.5% | +257.6% |
| 3Y | +1,885.4% | +39.4% | +1,846.0% | +1,721.0% |
| 5Y | +350.3% | +40.8% | +309.5% | +308.5% |
| 10Y | +702.2% | +84.9% | +617.4% | +567.6% |
| All | +270.0% | +702.6% | -432.6% | +87.1% |
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