-51.4%
CLF vs AXON
+71.5%
-122.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -18.2% | +19.9% | +4.6% |
| 7D | -19.6% | -26.8% | +7.3% | -15.6% |
| 30D | -5.0% | -22.9% | +17.9% | -1.2% |
| 3M | -6.3% | -40.1% | +33.8% | +0.8% |
| 6M | +2.8% | -18.9% | +21.7% | +3.3% |
| YTD | -13.7% | -44.9% | +31.2% | -7.5% |
| 1Y | +13.6% | -46.7% | +60.3% | +22.6% |
| 3Y | -34.0% | +44.3% | -78.3% | -51.7% |
| All | -51.4% | +71.5% | -122.9% | -71.2% |
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