+420.6%
CLS vs AXON
+75,157.7%
-74,737.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -9.8% | -3.2% | -11.5% |
| 7D | -27.3% | -12.7% | -14.6% | -25.6% |
| 30D | -47.0% | -8.6% | -38.4% | -46.3% |
| 3M | -43.3% | -37.2% | -6.1% | -39.3% |
| 6M | -50.8% | +0.5% | -51.3% | -51.4% |
| YTD | -30.4% | -32.6% | +2.2% | -27.6% |
| 1Y | -41.7% | -40.2% | -1.5% | -38.1% |
| 3Y | +701.4% | +76.1% | +625.3% | +616.0% |
| 5Y | +1,767.8% | +109.5% | +1,658.3% | +1,497.1% |
| 10Y | +1,636.8% | +1,640.5% | -3.7% | +975.6% |
| All | +420.6% | +75,157.7% | -74,737.1% | +123.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling