+117.0%
AXP vs CLBK
+44.9%
+72.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.6% |
| 7D | +0.6% | +0.6% | 0.0% | +0.4% |
| 30D | +5.8% | +2.9% | +3.0% | +4.6% |
| 3M | -6.0% | +3.0% | -9.0% | -7.3% |
| 6M | +0.3% | +27.3% | -27.0% | -9.3% |
| YTD | -12.3% | +58.0% | -70.3% | -27.6% |
| 1Y | -11.2% | +62.4% | -73.6% | -27.6% |
| 3Y | +117.0% | +46.9% | +70.1% | +81.5% |
| All | +117.0% | +44.9% | +72.2% | +81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling