+455.5%
AXP vs CSGP
+71.3%
+384.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.7% |
| 7D | +0.4% | +13.9% | -13.5% | -4.3% |
| 30D | +7.0% | +16.0% | -9.0% | +0.3% |
| 3M | -6.6% | +6.1% | -12.7% | -10.1% |
| 6M | +3.5% | -8.2% | +11.6% | +3.9% |
| YTD | -11.2% | -52.3% | +41.2% | +13.3% |
| 1Y | -10.2% | -54.5% | +44.3% | +16.5% |
| 3Y | +120.0% | -58.6% | +178.6% | +186.8% |
| 5Y | +95.6% | -61.5% | +157.1% | +154.2% |
| All | +455.5% | +71.3% | +384.2% | +342.1% |
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