+86.1%
AXP vs CRH
+110.6%
-24.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -0.1% | -1.3% | +1.2% | +0.5% |
| 30D | +4.4% | +18.1% | -13.7% | -3.7% |
| 3M | -6.4% | -3.9% | -2.6% | -5.0% |
| 6M | +4.2% | -13.3% | +17.5% | +10.4% |
| YTD | -12.4% | -24.2% | +11.8% | -1.6% |
| 1Y | -11.1% | -14.9% | +3.8% | -6.4% |
| 3Y | +114.9% | +64.9% | +50.0% | +55.4% |
| All | +86.1% | +110.6% | -24.4% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling