+117.0%
AXP vs CRS
+1,417.0%
-1,300.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.6% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | -6.5% | -16.6% | +10.1% | -2.0% |
| 3M | +4.6% | -3.5% | +8.1% | +4.7% |
| 6M | +5.4% | +15.4% | -10.0% | -0.6% |
| YTD | -11.1% | +51.2% | -62.3% | -23.2% |
| 1Y | -0.3% | +98.3% | -98.6% | -21.9% |
| 3Y | +111.6% | +651.5% | -540.0% | +4.7% |
| All | +117.0% | +1,417.0% | -1,300.0% | -19.3% |
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