+73.4%
CL vs AXON
+1,304.2%
-1,230.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -18.2% | +16.0% | -1.6% |
| 7D | +1.3% | -26.8% | +28.2% | +2.3% |
| 30D | +11.4% | -22.9% | +34.3% | +12.2% |
| 3M | +4.4% | -40.1% | +44.5% | +5.9% |
| 6M | +10.8% | -18.9% | +29.7% | +11.1% |
| YTD | +25.1% | -44.9% | +70.0% | +26.8% |
| 1Y | +28.0% | -46.7% | +74.7% | +29.8% |
| 3Y | +37.6% | +44.3% | -6.7% | +31.3% |
| 5Y | +39.7% | +71.4% | -31.7% | +30.8% |
| All | +73.4% | +1,304.2% | -1,230.8% | +64.2% |
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