-46.0%
CLF vs AXON
+71.5%
-117.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -3.1% | +10.1% | +7.5% |
| 7D | -14.1% | -28.7% | +14.7% | -9.5% |
| 30D | -5.5% | -28.3% | +22.8% | -0.7% |
| 3M | 0.0% | -46.9% | +46.9% | +9.9% |
| 6M | +11.3% | -24.9% | +36.1% | +13.6% |
| YTD | -7.7% | -46.6% | +38.9% | -0.6% |
| 1Y | +17.5% | -49.7% | +67.2% | +28.1% |
| 3Y | -25.4% | +40.6% | -66.0% | -45.2% |
| 5Y | -46.0% | +71.9% | -117.8% | -67.7% |
| All | -46.0% | +71.5% | -117.5% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling