+117.0%
AXP vs CLF
-47.7%
+164.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.4% |
| 7D | -2.1% | +7.6% | -9.7% | -3.4% |
| 30D | -6.5% | -1.2% | -5.4% | -6.5% |
| 3M | +4.6% | -13.4% | +18.0% | +6.4% |
| 6M | +5.4% | +15.4% | -10.0% | +0.7% |
| YTD | -11.1% | -5.9% | -5.2% | -12.6% |
| 1Y | -0.3% | +18.8% | -19.1% | -8.9% |
| 3Y | +111.6% | -19.4% | +131.0% | +98.3% |
| All | +117.0% | -47.7% | +164.7% | +112.5% |
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