+2,029.3%
CLS vs AXON
+1,027.4%
+1,001.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.6% | +7.2% | +5.2% |
| 7D | +23.5% | -19.7% | +43.3% | +29.5% |
| 30D | -28.9% | -25.7% | -3.2% | -24.1% |
| 3M | -25.2% | -48.8% | +23.6% | -12.9% |
| 6M | -32.1% | -22.0% | -10.1% | -29.5% |
| YTD | -14.1% | -45.9% | +31.9% | -4.2% |
| 1Y | -24.1% | -46.1% | +22.0% | -15.1% |
| 3Y | +897.0% | +40.9% | +856.1% | +768.0% |
| 5Y | +2,089.9% | +80.2% | +2,009.7% | +1,632.7% |
| All | +2,029.3% | +1,027.4% | +1,001.9% | +1,221.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling