+6,606.2%
AXP vs CL
+5,456.9%
+1,149.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +0.4% | +5.9% | -5.5% | -2.3% |
| 30D | +7.0% | +13.8% | -6.7% | +0.6% |
| 3M | -6.6% | +6.4% | -13.0% | -9.5% |
| 6M | +3.5% | +15.6% | -12.2% | -3.9% |
| YTD | -11.2% | +27.9% | -39.1% | -22.2% |
| 1Y | -10.2% | +31.4% | -41.6% | -22.4% |
| 3Y | +120.0% | +41.4% | +78.7% | +79.0% |
| 5Y | +95.6% | +42.8% | +52.8% | +55.9% |
| 10Y | +468.1% | +79.7% | +388.5% | +294.9% |
| All | +6,606.2% | +5,456.9% | +1,149.3% | +768.4% |
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