-17.5%
CLF vs AXON
+140.4%
-158.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.2% | +6.0% | +2.1% |
| 7D | +7.6% | -14.2% | +21.7% | +8.7% |
| 30D | -1.2% | -15.4% | +14.2% | -0.1% |
| 3M | -13.4% | +0.5% | -13.9% | -13.6% |
| 6M | +15.4% | -9.5% | +24.9% | +15.8% |
| YTD | -5.9% | -9.2% | +3.3% | -5.6% |
| 1Y | +18.8% | -29.4% | +48.2% | +21.5% |
| All | -17.5% | +140.4% | -158.0% | -32.9% |
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