+434.7%
CL vs AXON
+101,343.3%
-100,908.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -1.3% |
| 7D | -2.2% | -14.2% | +12.0% | -1.5% |
| 30D | -4.8% | -15.4% | +10.6% | -4.3% |
| 3M | +4.9% | +0.5% | +4.4% | +4.6% |
| 6M | -5.7% | -9.5% | +3.8% | -5.8% |
| YTD | +14.4% | -9.2% | +23.6% | +14.0% |
| 1Y | +8.7% | -29.4% | +38.1% | +9.5% |
| 3Y | +30.0% | +139.4% | -109.4% | +21.7% |
| 5Y | +28.4% | +178.9% | -150.5% | +18.0% |
| 10Y | +50.1% | +1,840.8% | -1,790.7% | +21.3% |
| All | +434.7% | +101,343.3% | -100,908.6% | +238.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling