-30.8%
CCL vs AXON
+1,304.2%
-1,335.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -18.2% | +18.7% | +6.4% |
| 7D | +3.1% | -26.8% | +30.0% | +13.3% |
| 30D | +13.7% | -22.9% | +36.6% | +22.6% |
| 3M | +3.8% | -40.1% | +43.9% | +20.3% |
| 6M | +9.3% | -18.9% | +28.1% | +11.2% |
| YTD | -1.1% | -44.9% | +43.8% | +12.4% |
| 1Y | +14.6% | -46.7% | +61.2% | +31.8% |
| 3Y | +146.4% | +44.3% | +102.1% | +79.2% |
| 5Y | +21.9% | +71.4% | -49.5% | -22.1% |
| All | -30.8% | +1,304.2% | -1,335.0% | -72.9% |
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