+145.1%
CCL vs AXON
+42.7%
+102.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -18.2% | +18.1% | +3.8% |
| 7D | +2.6% | -26.8% | +29.4% | +9.1% |
| 30D | +13.1% | -22.9% | +36.0% | +18.9% |
| 3M | +3.3% | -40.1% | +43.4% | +13.8% |
| 6M | +8.7% | -18.9% | +27.6% | +10.2% |
| YTD | -1.6% | -44.9% | +43.3% | +7.5% |
| 1Y | +14.0% | -46.7% | +60.7% | +25.6% |
| 3Y | +145.1% | +44.3% | +100.8% | +98.5% |
| All | +145.1% | +42.7% | +102.5% | +98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling