+260.7%
AXP vs CLBK
+62.9%
+197.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.1% | -0.1% |
| 7D | -1.1% | +1.8% | -2.9% | -2.1% |
| 30D | +5.2% | +5.1% | +0.1% | +2.4% |
| 3M | -4.6% | +5.2% | -9.8% | -7.5% |
| 6M | +3.2% | +28.6% | -25.3% | -10.8% |
| YTD | -11.3% | +61.4% | -72.8% | -32.9% |
| 1Y | -11.0% | +64.7% | -75.7% | -33.5% |
| 3Y | +120.2% | +55.1% | +65.0% | +61.9% |
| 5Y | +91.7% | +28.4% | +63.4% | +45.7% |
| All | +260.7% | +62.9% | +197.8% | +119.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling