-6.7%
AXP vs CLBK
+65.7%
-72.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.9% |
| 7D | +4.6% | +4.6% | 0.0% | +3.2% |
| 30D | +9.7% | -1.5% | +11.2% | +10.2% |
| 3M | -3.8% | +4.4% | -8.2% | -5.2% |
| 6M | +4.8% | +31.7% | -26.9% | -5.3% |
| YTD | -9.1% | +58.7% | -67.8% | -23.6% |
| 1Y | -6.7% | +64.9% | -71.6% | -24.0% |
| All | -6.7% | +65.7% | -72.4% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling