-11.2%
AXP vs CSGP
-56.4%
+45.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.7% | +3.5% | -0.6% |
| 7D | +0.6% | +1.3% | -0.7% | +0.4% |
| 30D | +5.8% | +10.7% | -4.9% | +3.9% |
| 3M | -6.0% | +3.3% | -9.3% | -6.9% |
| 6M | +0.3% | -10.3% | +10.6% | +1.2% |
| YTD | -12.3% | -54.6% | +42.3% | -0.2% |
| 1Y | -11.2% | -54.6% | +43.4% | +0.8% |
| All | -11.2% | -56.4% | +45.1% | +0.8% |
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