+35.1%
CLS vs AXON
-31.4%
+66.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.0% | +7.6% | +6.0% |
| 7D | +12.8% | -2.5% | +15.3% | +13.3% |
| 30D | +3.8% | -11.5% | +15.3% | +5.3% |
| 3M | -14.6% | +7.3% | -21.9% | -15.4% |
| 6M | +32.2% | -11.9% | +44.2% | +35.6% |
| YTD | +11.6% | -11.0% | +22.6% | +18.6% |
| 1Y | +35.1% | -31.8% | +66.8% | +53.9% |
| All | +35.1% | -31.4% | +66.4% | +53.9% |
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