+119.7%
AXP vs CL
+41.3%
+78.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +0.4% | +5.9% | -5.5% | 0.0% |
| 30D | +7.0% | +13.8% | -6.7% | +6.2% |
| 3M | -6.6% | +6.4% | -13.0% | -7.0% |
| 6M | +3.5% | +15.6% | -12.2% | +2.7% |
| YTD | -11.2% | +27.9% | -39.1% | -12.9% |
| 1Y | -10.2% | +31.4% | -41.6% | -12.2% |
| All | +119.7% | +41.3% | +78.4% | +99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling