+424.9%
AXP vs CRL
+358.0%
+66.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | -2.9% | +5.0% | -7.9% | -4.6% |
| 30D | +3.7% | +13.5% | -9.8% | -1.6% |
| 3M | -4.9% | +21.5% | -26.4% | -12.2% |
| 6M | +4.1% | +103.4% | -99.4% | -21.0% |
| YTD | -11.7% | +71.8% | -83.5% | -29.8% |
| 1Y | -11.7% | +97.5% | -109.2% | -33.5% |
| 3Y | +116.5% | +99.2% | +17.2% | +50.4% |
| 5Y | +89.5% | -12.1% | +101.6% | +80.8% |
| 10Y | +424.9% | +359.2% | +65.7% | +132.0% |
| All | +424.9% | +358.0% | +66.9% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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