+95.6%
AXP vs CRL
-16.7%
+112.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -1.3% |
| 7D | +0.4% | -16.8% | +17.2% | +4.9% |
| 30D | +7.0% | +2.6% | +4.4% | +5.7% |
| 3M | -6.6% | +20.1% | -26.7% | -11.8% |
| 6M | +3.5% | +68.8% | -65.4% | -11.6% |
| YTD | -11.2% | +56.9% | -68.1% | -23.3% |
| 1Y | -10.2% | +86.7% | -96.8% | -26.3% |
| 3Y | +120.0% | +72.1% | +48.0% | +75.2% |
| 5Y | +95.6% | -16.6% | +112.1% | +75.9% |
| All | +95.6% | -16.7% | +112.3% | +75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling