+0.8%
AXP vs CRBG
+4.4%
-3.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.7% | -1.6% |
| 7D | -1.3% | +6.5% | -7.8% | -3.9% |
| 30D | -4.9% | +10.0% | -14.8% | -8.9% |
| 3M | +10.0% | +35.1% | -25.0% | -3.9% |
| 6M | +7.8% | +41.1% | -33.3% | -8.6% |
| YTD | -10.1% | +17.4% | -27.5% | -15.7% |
| All | +0.8% | +4.4% | -3.6% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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