+6,610.0%
AXP vs CLX
+2,386.6%
+4,223.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | -2.1% | -9.2% | +7.1% | +0.9% |
| 30D | -6.5% | -11.0% | +4.5% | -3.1% |
| 3M | +4.6% | +5.0% | -0.4% | +2.6% |
| 6M | +5.4% | -18.8% | +24.2% | +11.5% |
| YTD | -11.1% | -4.4% | -6.7% | -11.2% |
| 1Y | -0.3% | -21.9% | +21.5% | +6.1% |
| 3Y | +111.6% | -32.8% | +144.3% | +132.9% |
| 5Y | +117.6% | -34.6% | +152.1% | +135.2% |
| 10Y | +474.1% | -4.7% | +478.8% | +396.3% |
| All | +6,610.0% | +2,386.6% | +4,223.4% | +1,440.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling