-49.6%
CLF vs AXON
+105.6%
-155.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -9.8% | -2.4% | -10.6% |
| 7D | -21.0% | -12.7% | -8.3% | -19.1% |
| 30D | -8.0% | -8.6% | +0.6% | -6.6% |
| 3M | -10.9% | -37.2% | +26.3% | -4.5% |
| 6M | +5.8% | +0.5% | +5.3% | +3.2% |
| YTD | -15.1% | -32.6% | +17.5% | -11.6% |
| 1Y | +7.2% | -40.2% | +47.4% | +14.4% |
| 3Y | -34.2% | +76.1% | -110.3% | -53.0% |
| 5Y | -49.6% | +109.5% | -159.1% | -71.6% |
| All | -49.6% | +105.6% | -155.2% | -71.6% |
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