+464.9%
AXP vs CRS
+1,306.2%
-841.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +1.2% |
| 7D | +0.6% | -3.1% | +3.7% | +1.6% |
| 30D | -4.3% | -19.6% | +15.3% | +3.1% |
| 3M | +4.7% | -8.1% | +12.8% | +6.6% |
| 6M | +9.0% | +18.6% | -9.6% | -0.2% |
| YTD | -11.1% | +45.9% | -57.0% | -25.4% |
| 1Y | +1.3% | +82.5% | -81.2% | -23.4% |
| 3Y | +114.5% | +648.9% | -534.4% | -12.4% |
| 5Y | +118.0% | +1,438.1% | -1,320.1% | -38.2% |
| 10Y | +464.9% | +1,327.0% | -862.1% | +33.9% |
| All | +464.9% | +1,306.2% | -841.2% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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