+21.2%
CLF vs AXTX
-73.9%
+95.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -11.7% | +9.5% | -2.0% |
| 7D | -3.7% | +28.3% | -32.0% | -4.0% |
| 30D | -4.7% | -33.9% | +29.3% | -4.2% |
| 3M | -4.7% | -72.3% | +67.6% | -3.3% |
| All | +21.2% | -73.9% | +95.1% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTX.
Daily Out/Under-Performance
Portfolio return minus AXTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTX 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 AXTX 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 · Available span rolling