+469.1%
AXP vs CRL
+247.0%
+222.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.5% | -0.5% |
| 7D | -2.1% | -1.0% | -1.1% | -1.8% |
| 30D | -6.5% | +10.7% | -17.2% | -10.0% |
| 3M | +4.6% | +55.3% | -50.6% | -11.3% |
| 6M | +5.4% | +60.7% | -55.2% | -12.9% |
| YTD | -11.1% | +44.6% | -55.7% | -24.2% |
| 1Y | -0.3% | +77.7% | -78.0% | -22.0% |
| 3Y | +111.6% | +37.6% | +73.9% | +70.9% |
| 5Y | +117.6% | -35.8% | +153.4% | +137.3% |
| All | +469.1% | +247.0% | +222.1% | +161.9% |
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