+465.4%
AXP vs CRH
+253.3%
+212.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.7% |
| 7D | -0.5% | -6.1% | +5.6% | +3.0% |
| 30D | -5.6% | -9.3% | +3.6% | -0.5% |
| 3M | +2.2% | -15.2% | +17.4% | +11.5% |
| 6M | +6.7% | -14.2% | +20.9% | +14.4% |
| YTD | -11.5% | -28.3% | +16.7% | +4.5% |
| 1Y | -0.4% | -21.8% | +21.4% | +11.1% |
| 3Y | +113.0% | +71.6% | +41.4% | +41.8% |
| 5Y | +117.4% | +96.6% | +20.8% | +28.5% |
| All | +465.4% | +253.3% | +212.1% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 10y: compounded portfolio wealth divided by compounded CRH 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…
10y analysis · Full analysis span regression · 6 months rolling