+423.2%
CLS vs AXON
+61,473.8%
-61,050.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -18.2% | +18.7% | +3.4% |
| 7D | -22.2% | -26.8% | +4.7% | -18.5% |
| 30D | -44.4% | -22.9% | -21.5% | -42.3% |
| 3M | -34.3% | -40.1% | +5.8% | -29.5% |
| 6M | -50.1% | -18.9% | -31.2% | -49.2% |
| YTD | -30.1% | -44.9% | +14.8% | -25.2% |
| 1Y | -39.3% | -46.7% | +7.3% | -34.7% |
| 3Y | +732.7% | +44.3% | +688.4% | +664.8% |
| 5Y | +1,777.2% | +71.4% | +1,705.8% | +1,550.7% |
| 10Y | +1,645.6% | +1,324.0% | +321.6% | +1,011.7% |
| All | +423.2% | +61,473.8% | -61,050.6% | +130.4% |
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 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