+42.8%
CL vs AXON
+105.6%
-62.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.8% | +9.7% | 0.0% |
| 7D | +5.9% | -12.7% | +18.6% | +6.0% |
| 30D | +13.8% | -8.6% | +22.4% | +13.8% |
| 3M | +6.4% | -37.2% | +43.6% | +6.5% |
| 6M | +15.6% | +0.5% | +15.1% | +15.9% |
| YTD | +27.9% | -32.6% | +60.5% | +28.1% |
| 1Y | +31.4% | -40.2% | +71.6% | +31.6% |
| 3Y | +41.4% | +76.1% | -34.7% | +37.5% |
| 5Y | +42.8% | +109.5% | -66.7% | +36.3% |
| All | +42.8% | +105.6% | -62.8% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling