+383.9%
AXTI vs CLS
+3,455.2%
-3,071.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +5.6% | +7.2% | +10.6% |
| 7D | +24.0% | +12.8% | +11.2% | +17.7% |
| 30D | -21.5% | +3.8% | -25.3% | -22.3% |
| 3M | -23.4% | -14.6% | -8.7% | -17.8% |
| 6M | +114.9% | +32.2% | +82.6% | +94.8% |
| YTD | +325.4% | +11.6% | +313.8% | +307.8% |
| 1Y | +2,136.7% | +35.1% | +2,101.6% | +1,884.6% |
| 3Y | +2,835.0% | +1,312.5% | +1,522.5% | +848.9% |
| 5Y | +652.8% | +3,542.1% | -2,889.2% | +64.9% |
| 10Y | +1,513.9% | +2,944.0% | -1,430.1% | +249.5% |
| All | +383.9% | +3,455.2% | -3,071.3% | -29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling