+469.1%
AXP vs CSGP
+45.2%
+423.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.2% |
| 7D | -2.1% | -4.1% | +2.0% | -0.7% |
| 30D | -6.5% | +2.3% | -8.9% | -7.8% |
| 3M | +4.6% | -8.2% | +12.8% | +6.6% |
| 6M | +5.4% | -35.1% | +40.5% | +21.9% |
| YTD | -11.1% | -54.0% | +42.9% | +16.1% |
| 1Y | -0.3% | -65.3% | +65.0% | +45.1% |
| 3Y | +111.6% | -62.6% | +174.1% | +189.5% |
| 5Y | +117.6% | -64.8% | +182.4% | +195.4% |
| All | +469.1% | +45.2% | +423.9% | +380.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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