+6,610.0%
AXP vs CLF
+714.0%
+5,896.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.5% |
| 7D | -2.1% | +7.6% | -9.7% | -3.6% |
| 30D | -6.5% | -1.2% | -5.4% | -6.5% |
| 3M | +4.6% | -13.4% | +18.0% | +6.3% |
| 6M | +5.4% | +15.4% | -10.0% | +0.1% |
| YTD | -11.1% | -5.9% | -5.2% | -13.0% |
| 1Y | -0.3% | +18.8% | -19.1% | -9.0% |
| 3Y | +111.6% | -19.4% | +131.0% | +97.9% |
| 5Y | +117.6% | -47.7% | +165.3% | +113.0% |
| 10Y | +474.1% | +130.4% | +343.7% | +254.0% |
| All | +6,610.0% | +714.0% | +5,896.0% | +1,953.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling