-11.1%
AXP vs CLBK
+63.8%
-74.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -0.1% | +0.9% | -1.0% | -0.4% |
| 30D | +4.4% | +3.4% | +1.0% | +3.4% |
| 3M | -6.4% | -4.3% | -2.1% | -5.2% |
| 6M | +4.2% | +28.4% | -24.2% | -4.8% |
| YTD | -12.4% | +59.4% | -71.8% | -26.3% |
| 1Y | -11.1% | +64.8% | -75.9% | -27.7% |
| All | -11.1% | +63.8% | -74.9% | -27.7% |
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 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