+116.5%
AXP vs CRS
+363.7%
-247.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.6% |
| 7D | -2.9% | +4.4% | -7.2% | -3.7% |
| 30D | +3.7% | -19.1% | +22.9% | +7.3% |
| 3M | -4.9% | -43.2% | +38.3% | +5.7% |
| 6M | +4.1% | -28.9% | +32.9% | +9.1% |
| YTD | -11.7% | -3.0% | -8.7% | -14.9% |
| 1Y | -11.7% | -5.3% | -6.4% | -14.6% |
| All | +116.5% | +363.7% | -247.1% | +59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling