-40.8%
CCL vs AXON
+1,854.8%
-1,895.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +1.5% |
| 7D | -5.0% | -14.2% | +9.1% | -0.4% |
| 30D | -20.3% | -15.4% | -5.0% | -16.8% |
| 3M | -15.1% | +0.5% | -15.6% | -17.3% |
| 6M | -15.1% | -9.5% | -5.6% | -15.4% |
| YTD | -21.8% | -9.2% | -12.6% | -23.5% |
| 1Y | -24.8% | -29.4% | +4.6% | -20.4% |
| 3Y | +51.9% | +139.4% | -87.6% | -4.5% |
| 5Y | +4.0% | +178.9% | -174.9% | -42.0% |
| All | -40.8% | +1,854.8% | -1,895.6% | -79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 10y: compounded portfolio wealth divided by compounded AXON 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…
10y analysis · Full analysis span regression · 6 months rolling