+126.4%
CLF vs AXON
+1,827.7%
-1,701.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.2% | +6.0% | +3.0% |
| 7D | +7.6% | -14.2% | +21.7% | +11.9% |
| 30D | -1.2% | -15.4% | +14.2% | +2.5% |
| 3M | -13.4% | +0.5% | -13.9% | -15.7% |
| 6M | +15.4% | -9.5% | +24.9% | +14.2% |
| YTD | -5.9% | -9.2% | +3.3% | -8.2% |
| 1Y | +18.8% | -29.4% | +48.2% | +24.8% |
| 3Y | -19.4% | +139.4% | -158.8% | -50.8% |
| 5Y | -47.7% | +178.9% | -226.6% | -71.9% |
| All | +126.4% | +1,827.7% | -1,701.3% | -50.7% |
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 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