+403.0%
AXP vs CLF
+80.0%
+323.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.5% |
| 7D | -2.1% | +16.0% | -18.1% | -5.2% |
| 30D | +2.7% | +1.6% | +1.0% | +1.3% |
| 3M | -7.3% | +6.7% | -14.0% | -10.0% |
| 6M | +1.8% | +21.1% | -19.3% | -5.6% |
| YTD | -13.1% | -1.6% | -11.5% | -17.0% |
| 1Y | -13.7% | +18.5% | -32.2% | -21.3% |
| 3Y | +113.1% | -21.0% | +134.1% | +96.5% |
| 5Y | +85.9% | -41.4% | +127.3% | +74.9% |
| All | +403.0% | +80.0% | +323.0% | +181.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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