+6,610.0%
AXP vs CRS
+10,171.0%
-3,561.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.7% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | -6.5% | -16.6% | +10.1% | -0.7% |
| 3M | +4.6% | -3.5% | +8.1% | +4.8% |
| 6M | +5.4% | +15.4% | -10.0% | -2.0% |
| YTD | -11.1% | +51.2% | -62.3% | -25.7% |
| 1Y | -0.3% | +98.3% | -98.6% | -25.7% |
| 3Y | +111.6% | +651.5% | -540.0% | -7.4% |
| 5Y | +117.6% | +1,411.1% | -1,293.5% | -29.9% |
| 10Y | +474.1% | +1,424.3% | -950.2% | +60.7% |
| All | +6,610.0% | +10,171.0% | -3,561.0% | +681.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling