+257.0%
AXP vs CLBK
+59.4%
+197.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.8% |
| 7D | +0.6% | +0.6% | 0.0% | +0.3% |
| 30D | +5.8% | +2.9% | +3.0% | +4.1% |
| 3M | -6.0% | +3.0% | -9.0% | -7.8% |
| 6M | +0.3% | +27.3% | -27.0% | -12.9% |
| YTD | -12.3% | +58.0% | -70.3% | -32.9% |
| 1Y | -11.2% | +62.4% | -73.6% | -33.2% |
| 3Y | +117.0% | +46.9% | +70.1% | +64.8% |
| 5Y | +93.2% | +25.3% | +67.9% | +48.9% |
| All | +257.0% | +59.4% | +197.6% | +120.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling