+17.0%
CL vs AXON
+5.3%
+11.8%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.8% | +1.5% | +3.2% |
| 7D | +7.7% | +0.2% | +7.5% | +7.7% |
| 30D | +15.2% | +3.0% | +12.2% | +15.1% |
| 3M | +7.3% | -30.1% | +37.5% | +8.3% |
| 6M | +17.0% | +7.7% | +9.3% | +18.5% |
| All | +17.0% | +5.3% | +11.8% | +18.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling