+6,763.5%
AXP vs CL
+5,460.8%
+1,302.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.1% | +0.6% |
| 7D | +4.6% | +7.7% | -3.1% | +1.0% |
| 30D | +9.7% | +15.2% | -5.5% | +2.5% |
| 3M | -3.8% | +7.3% | -11.1% | -7.1% |
| 6M | +4.8% | +17.0% | -12.2% | -3.2% |
| YTD | -9.1% | +28.0% | -37.1% | -20.4% |
| 1Y | -6.7% | +32.1% | -38.8% | -19.6% |
| 3Y | +125.2% | +41.5% | +83.7% | +83.1% |
| 5Y | +105.0% | +43.9% | +61.1% | +62.7% |
| 10Y | +481.5% | +79.8% | +401.7% | +304.0% |
| All | +6,763.5% | +5,460.8% | +1,302.6% | +788.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling