+111.1%
AXP vs CRH
+72.0%
+39.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.8% |
| 7D | -2.5% | -3.6% | +1.1% | -1.1% |
| 30D | -5.0% | -10.8% | +5.8% | -0.6% |
| 3M | +1.4% | -13.5% | +14.8% | +7.1% |
| 6M | +6.0% | -15.4% | +21.4% | +12.3% |
| YTD | -12.3% | -27.6% | +15.3% | -0.9% |
| 1Y | +0.3% | -18.4% | +18.7% | +6.6% |
| All | +111.1% | +72.0% | +39.1% | +78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling