+3,269.5%
CLS vs AXON
+179.8%
+3,089.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +5.0% | +2.1% |
| 7D | +4.6% | -14.2% | +18.7% | +9.3% |
| 30D | -13.9% | -15.4% | +1.5% | -10.1% |
| 3M | -26.6% | +0.5% | -27.0% | -27.6% |
| 6M | +15.4% | -9.5% | +24.9% | +15.9% |
| YTD | +5.7% | -9.2% | +14.9% | +4.9% |
| 1Y | +41.1% | -29.4% | +70.5% | +51.7% |
| 3Y | +1,228.6% | +139.4% | +1,089.2% | +843.3% |
| All | +3,269.5% | +179.8% | +3,089.6% | +1,924.2% |
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