+440.3%
AXP vs CLX
+26.7%
+413.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.6% | -4.5% | +0.5% |
| 7D | -1.1% | +17.4% | -18.5% | -2.6% |
| 30D | +5.2% | +27.8% | -22.5% | +2.8% |
| 3M | -4.6% | +3.0% | -7.6% | -5.0% |
| 6M | +3.2% | +17.5% | -14.3% | +1.5% |
| YTD | -11.3% | +10.0% | -21.3% | -12.7% |
| 1Y | -11.0% | +3.3% | -14.3% | -11.8% |
| 3Y | +120.2% | -10.1% | +130.3% | +120.8% |
| 5Y | +91.7% | -23.7% | +115.5% | +91.9% |
| 10Y | +440.3% | +24.9% | +415.5% | +394.9% |
| All | +440.3% | +26.7% | +413.6% | +394.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling