+89.6%
AXP vs CRS
+772.4%
-682.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +0.6% | -1.7% | +2.3% | +1.0% |
| 30D | +5.8% | -28.8% | +34.6% | +14.4% |
| 3M | -6.0% | -50.0% | +44.0% | +11.4% |
| 6M | +0.3% | -39.2% | +39.5% | +11.6% |
| YTD | -12.3% | -11.4% | -0.8% | -13.7% |
| 1Y | -11.2% | -11.7% | +0.4% | -12.8% |
| 3Y | +117.0% | +319.6% | -202.6% | +25.0% |
| All | +89.6% | +772.4% | -682.8% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling