+2,757.7%
CLS vs AXON
+1,854.8%
+903.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +5.0% | +1.8% |
| 7D | +4.6% | -14.2% | +18.7% | +8.5% |
| 30D | -13.9% | -15.4% | +1.5% | -10.7% |
| 3M | -26.6% | +0.5% | -27.0% | -27.4% |
| 6M | +15.4% | -9.5% | +24.9% | +15.6% |
| YTD | +5.7% | -9.2% | +14.9% | +4.8% |
| 1Y | +41.1% | -29.4% | +70.5% | +48.6% |
| 3Y | +1,228.6% | +139.4% | +1,089.2% | +932.3% |
| 5Y | +3,240.6% | +178.9% | +3,061.7% | +2,305.5% |
| All | +2,757.7% | +1,854.8% | +903.0% | +1,471.6% |
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