+120.1%
AXP vs CRBG
+114.2%
+5.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.8% |
| 7D | -2.8% | -1.6% | -1.1% | -2.0% |
| 30D | -5.9% | +2.4% | -8.3% | -7.1% |
| 3M | +2.6% | +26.8% | -24.2% | -9.0% |
| 6M | +6.4% | +41.5% | -35.1% | -11.4% |
| YTD | -12.6% | +15.5% | -28.1% | -19.5% |
| 1Y | +0.2% | +6.6% | -6.3% | -4.3% |
| 3Y | +110.9% | +121.6% | -10.7% | +42.6% |
| All | +120.1% | +114.2% | +5.9% | +50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling