+32.1%
CL vs AXON
-40.7%
+72.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.8% | +1.5% | +3.3% |
| 7D | +7.7% | +0.2% | +7.5% | +7.7% |
| 30D | +15.2% | +3.0% | +12.2% | +15.2% |
| 3M | +7.3% | -30.1% | +37.5% | +7.2% |
| 6M | +17.0% | +7.7% | +9.3% | +18.2% |
| YTD | +28.0% | -25.3% | +53.3% | +28.1% |
| 1Y | +32.1% | -39.9% | +72.0% | +31.5% |
| All | +32.1% | -40.7% | +72.8% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling