-34.0%
CLF vs AXON
+42.7%
-76.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -18.2% | +19.9% | +2.9% |
| 7D | -19.6% | -26.8% | +7.3% | -17.9% |
| 30D | -5.0% | -22.9% | +17.9% | -3.3% |
| 3M | -6.3% | -40.1% | +33.8% | -3.3% |
| 6M | +2.8% | -18.9% | +21.7% | +3.5% |
| YTD | -13.7% | -44.9% | +31.2% | -10.6% |
| 1Y | +13.6% | -46.7% | +60.3% | +18.0% |
| 3Y | -34.0% | +44.3% | -78.3% | -40.3% |
| All | -34.0% | +42.7% | -76.7% | -40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling