+89.6%
AXP vs CLF
-51.2%
+140.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.5% |
| 7D | +0.6% | -19.6% | +20.2% | +4.0% |
| 30D | +5.8% | -5.0% | +10.8% | +5.9% |
| 3M | -6.0% | -6.3% | +0.3% | -6.2% |
| 6M | +0.3% | +2.8% | -2.5% | -2.8% |
| YTD | -12.3% | -13.7% | +1.4% | -13.4% |
| 1Y | -11.2% | +13.6% | -24.8% | -17.2% |
| 3Y | +117.0% | -34.0% | +151.0% | +110.9% |
| All | +89.6% | -51.2% | +140.8% | +91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling