-41.4%
CLF vs AXON
+81.2%
-122.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.1% |
| 7D | +16.0% | -19.7% | +35.7% | +19.6% |
| 30D | +1.6% | -25.7% | +27.3% | +6.2% |
| 3M | +6.7% | -48.8% | +55.5% | +18.0% |
| 6M | +21.1% | -22.0% | +43.1% | +22.9% |
| YTD | -1.6% | -45.9% | +44.3% | +5.8% |
| 1Y | +18.5% | -46.1% | +64.6% | +27.4% |
| 3Y | -21.0% | +40.9% | -61.9% | -41.8% |
| 5Y | -41.4% | +80.2% | -121.6% | -65.3% |
| All | -41.4% | +81.2% | -122.6% | -65.3% |
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 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