-39.3%
CLS vs AXON
-50.2%
+10.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -18.2% | +18.7% | +3.7% |
| 7D | -22.2% | -26.8% | +4.7% | -17.9% |
| 30D | -44.4% | -22.9% | -21.5% | -41.9% |
| 3M | -34.3% | -40.1% | +5.8% | -29.1% |
| 6M | -50.1% | -18.9% | -31.2% | -47.3% |
| YTD | -30.1% | -44.9% | +14.8% | -16.3% |
| 1Y | -39.3% | -46.7% | +7.3% | -22.8% |
| All | -39.3% | -50.2% | +10.9% | -22.8% |
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