+448.7%
AXP vs CL
+74.1%
+374.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +0.9% | -0.5% |
| 7D | +0.6% | +1.3% | -0.7% | +0.1% |
| 30D | +5.8% | +11.4% | -5.5% | +1.8% |
| 3M | -6.0% | +4.4% | -10.4% | -7.6% |
| 6M | +0.3% | +10.8% | -10.5% | -3.7% |
| YTD | -12.3% | +25.1% | -37.4% | -20.3% |
| 1Y | -11.2% | +28.0% | -39.2% | -20.1% |
| 3Y | +117.0% | +37.6% | +79.4% | +83.0% |
| 5Y | +93.2% | +39.7% | +53.5% | +58.9% |
| All | +448.7% | +74.1% | +374.6% | +299.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling