-11.2%
AXP vs CLX
-3.5%
-7.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +0.6% | +13.6% | -13.0% | -1.1% |
| 30D | +5.8% | +23.4% | -17.5% | +3.1% |
| 3M | -6.0% | -2.8% | -3.2% | -6.1% |
| 6M | +0.3% | +14.0% | -13.7% | -1.3% |
| YTD | -12.3% | +4.2% | -16.4% | -18.3% |
| 1Y | -11.2% | -1.2% | -10.1% | -14.7% |
| All | -11.2% | -3.5% | -7.7% | -14.7% |
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