+2,005.0%
CLS vs AXON
+84.3%
+1,920.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.3% | +4.2% | +7.3% |
| 7D | +2.8% | -25.6% | +28.4% | +11.4% |
| 30D | -30.1% | -23.9% | -6.2% | -24.9% |
| 3M | -21.7% | -50.4% | +28.7% | -5.5% |
| 6M | -36.2% | -20.0% | -16.2% | -34.0% |
| YTD | -17.8% | -44.5% | +26.6% | -7.0% |
| 1Y | -26.8% | -44.9% | +18.1% | -16.6% |
| 3Y | +853.4% | +44.7% | +808.6% | +672.2% |
| 5Y | +2,005.0% | +86.7% | +1,918.3% | +1,244.4% |
| All | +2,005.0% | +84.3% | +1,920.7% | +1,244.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling