+113.0%
AXP vs CRBG
+122.1%
-9.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.5% |
| 7D | -0.5% | +0.6% | -1.0% | -0.8% |
| 30D | -5.6% | +2.6% | -8.3% | -6.9% |
| 3M | +2.2% | +24.0% | -21.8% | -8.5% |
| 6M | +6.7% | +50.5% | -43.8% | -14.2% |
| YTD | -11.5% | +17.1% | -28.7% | -19.1% |
| 1Y | -0.4% | +5.9% | -6.2% | -4.4% |
| 3Y | +113.0% | +122.7% | -9.7% | +57.5% |
| All | +113.0% | +122.1% | -9.1% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling