+49.3%
CL vs AXON
+1,827.7%
-1,778.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -1.3% |
| 7D | -2.2% | -14.2% | +12.0% | -1.7% |
| 30D | -4.8% | -15.4% | +10.6% | -4.4% |
| 3M | +4.9% | +0.5% | +4.4% | +4.7% |
| 6M | -5.7% | -9.5% | +3.8% | -5.8% |
| YTD | +14.4% | -9.2% | +23.6% | +14.2% |
| 1Y | +8.7% | -29.4% | +38.1% | +9.5% |
| 3Y | +30.0% | +139.4% | -109.4% | +21.9% |
| 5Y | +28.4% | +178.9% | -150.5% | +18.3% |
| All | +49.3% | +1,827.7% | -1,778.4% | +31.1% |
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