-6.7%
AXP vs CSGP
-53.2%
+46.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.0% | -1.8% | +1.6% |
| 7D | +4.6% | +18.3% | -13.7% | +2.3% |
| 30D | +9.7% | +17.8% | -8.1% | +6.8% |
| 3M | -3.8% | +9.3% | -13.0% | -5.4% |
| 6M | +4.8% | -7.9% | +12.7% | +5.6% |
| YTD | -9.1% | -51.5% | +42.5% | +2.4% |
| 1Y | -6.7% | -53.3% | +46.6% | +7.0% |
| All | -6.7% | -53.2% | +46.5% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling