-29.6%
CLS vs AXON
-40.7%
+11.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.8% | -10.9% | -9.3% |
| 7D | -21.1% | +0.2% | -21.4% | -21.2% |
| 30D | -38.2% | +3.0% | -41.2% | -38.6% |
| 3M | -36.3% | -30.1% | -6.2% | -32.8% |
| 6M | -43.8% | +7.7% | -51.5% | -43.4% |
| YTD | -20.0% | -25.3% | +5.3% | -11.5% |
| 1Y | -29.6% | -39.9% | +10.3% | -20.2% |
| All | -29.6% | -40.7% | +11.1% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling