+6,610.0%
AXP vs CL
+4,870.0%
+1,740.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.4% |
| 7D | -2.1% | -2.2% | +0.1% | -1.1% |
| 30D | -6.5% | -4.8% | -1.7% | -4.4% |
| 3M | +4.6% | +4.9% | -0.3% | +1.9% |
| 6M | +5.4% | -5.7% | +11.1% | +7.6% |
| YTD | -11.1% | +14.4% | -25.5% | -17.8% |
| 1Y | -0.3% | +8.7% | -9.1% | -5.8% |
| 3Y | +111.6% | +30.0% | +81.6% | +78.9% |
| 5Y | +117.6% | +28.4% | +89.2% | +82.5% |
| 10Y | +474.1% | +50.1% | +424.0% | +335.5% |
| All | +6,610.0% | +4,870.0% | +1,740.1% | +817.3% |
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