+89.6%
AXP vs CRL
-10.4%
+99.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.8% | -9.1% | -3.2% |
| 7D | +0.6% | -6.1% | +6.7% | +1.9% |
| 30D | +5.8% | +12.4% | -6.6% | +2.0% |
| 3M | -6.0% | +27.1% | -33.1% | -12.5% |
| 6M | +0.3% | +85.7% | -85.4% | -16.5% |
| YTD | -12.3% | +69.2% | -81.5% | -25.8% |
| 1Y | -11.2% | +97.5% | -108.8% | -28.2% |
| 3Y | +117.0% | +86.1% | +30.9% | +69.1% |
| All | +89.6% | -10.4% | +99.9% | +68.4% |
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