+342.1%
AXTI vs CL
+701.8%
-359.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.5% | -0.1% | +19.6% | +19.5% |
| 7D | -1.2% | -0.8% | -0.4% | -1.1% |
| 30D | -24.2% | +9.5% | -33.8% | -25.1% |
| 3M | -36.3% | +6.8% | -43.1% | -37.0% |
| 6M | -62.7% | +14.3% | -76.9% | -63.7% |
| YTD | +187.3% | +27.0% | +160.3% | +173.8% |
| 1Y | +344.8% | +26.3% | +318.5% | +323.4% |
| 3Y | +2,272.2% | +39.3% | +2,233.0% | +2,076.0% |
| 5Y | +419.6% | +41.5% | +378.1% | +370.8% |
| 10Y | +888.8% | +84.1% | +804.7% | +723.6% |
| All | +342.1% | +701.8% | -359.8% | +123.5% |
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