+456.7%
AXTI vs CLS
-28.7%
+485.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -9.1% | +1.7% | -1.0% |
| 7D | -26.2% | -21.1% | -5.0% | -12.2% |
| 30D | -45.1% | -38.2% | -6.9% | -22.7% |
| 3M | -27.2% | -36.3% | +9.1% | -0.3% |
| 6M | -55.2% | -43.8% | -11.3% | -33.6% |
| YTD | +190.8% | -20.0% | +210.8% | +236.3% |
| 1Y | +456.7% | -29.6% | +486.3% | +584.7% |
| All | +456.7% | -28.7% | +485.4% | +584.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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