+74.6%
CLF vs AXON
+1,058.0%
-983.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.7% | -5.9% | -3.9% |
| 7D | +10.4% | +0.8% | +9.6% | +10.0% |
| 30D | +0.6% | -22.8% | +23.3% | +6.9% |
| 3M | +4.1% | -48.8% | +52.9% | +23.1% |
| 6M | +15.1% | -16.3% | +31.4% | +15.4% |
| YTD | -4.7% | -44.5% | +39.7% | +5.1% |
| 1Y | +20.4% | -43.4% | +63.8% | +32.0% |
| 3Y | -23.4% | +44.3% | -67.6% | -46.4% |
| 5Y | -43.3% | +85.1% | -128.4% | -66.2% |
| All | +74.6% | +1,058.0% | -983.3% | -50.0% |
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