+89.5%
AXP vs CLBK
+27.8%
+61.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -2.9% | +2.2% | -5.0% | -3.6% |
| 30D | +3.7% | +5.0% | -1.3% | +1.9% |
| 3M | -4.9% | +3.3% | -8.2% | -6.2% |
| 6M | +4.1% | +29.6% | -25.5% | -5.9% |
| YTD | -11.7% | +62.1% | -73.8% | -26.8% |
| 1Y | -11.7% | +64.3% | -76.1% | -27.3% |
| 3Y | +116.5% | +55.6% | +60.9% | +78.0% |
| 5Y | +89.5% | +29.3% | +60.2% | +55.2% |
| All | +89.5% | +27.8% | +61.7% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling