-6.7%
AXP vs CLX
-6.5%
-0.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.7% | -3.5% | +1.4% |
| 7D | +4.6% | +14.2% | -9.6% | +2.9% |
| 30D | +9.7% | +22.7% | -12.9% | +7.0% |
| 3M | -3.8% | -2.8% | -1.0% | -3.9% |
| 6M | +4.8% | +17.7% | -12.9% | +3.0% |
| YTD | -9.1% | +3.3% | -12.4% | -14.8% |
| 1Y | -6.7% | -5.6% | -1.1% | -8.3% |
| All | -6.7% | -6.5% | -0.2% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling