+124.9%
AXP vs CSGP
-57.8%
+182.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.0% | -1.8% | +1.3% |
| 7D | +4.6% | +18.3% | -13.7% | +0.9% |
| 30D | +9.7% | +17.8% | -8.1% | +5.1% |
| 3M | -3.8% | +9.3% | -13.0% | -6.5% |
| 6M | +4.8% | -7.9% | +12.7% | +5.7% |
| YTD | -9.1% | -51.5% | +42.5% | +8.4% |
| 1Y | -6.7% | -53.3% | +46.6% | +12.4% |
| All | +124.9% | -57.8% | +182.7% | +173.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling