+890.6%
AXP vs CRL
+1,505.2%
-614.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -1.0% |
| 7D | +0.4% | -16.8% | +17.2% | +6.2% |
| 30D | +7.0% | +2.6% | +4.4% | +5.4% |
| 3M | -6.6% | +20.1% | -26.7% | -13.0% |
| 6M | +3.5% | +68.8% | -65.4% | -15.0% |
| YTD | -11.2% | +56.9% | -68.1% | -26.2% |
| 1Y | -10.2% | +86.7% | -96.8% | -29.7% |
| 3Y | +120.0% | +72.1% | +48.0% | +66.2% |
| 5Y | +95.6% | -16.6% | +112.1% | +82.9% |
| 10Y | +468.1% | +359.0% | +109.1% | +185.4% |
| All | +890.6% | +1,505.2% | -614.6% | +273.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling