+448.7%
AXP vs CLX
+19.4%
+429.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | +0.6% | +13.6% | -13.0% | -0.6% |
| 30D | +5.8% | +23.4% | -17.5% | +3.7% |
| 3M | -6.0% | -2.8% | -3.2% | -5.9% |
| 6M | +0.3% | +14.0% | -13.7% | -1.1% |
| YTD | -12.3% | +4.2% | -16.4% | -13.1% |
| 1Y | -11.2% | -1.2% | -10.1% | -11.7% |
| 3Y | +117.0% | -12.7% | +129.7% | +118.4% |
| 5Y | +93.2% | -26.5% | +119.7% | +94.3% |
| All | +448.7% | +19.4% | +429.3% | +408.1% |
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