+1,376.5%
AXP vs CSGP
+3,520.0%
-2,143.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.0% | -1.8% | +1.1% |
| 7D | +4.6% | +18.3% | -13.7% | 0.0% |
| 30D | +9.7% | +17.8% | -8.1% | +4.3% |
| 3M | -3.8% | +9.3% | -13.0% | -7.1% |
| 6M | +4.8% | -7.9% | +12.7% | +5.1% |
| YTD | -9.1% | -51.5% | +42.5% | +6.8% |
| 1Y | -6.7% | -53.3% | +46.6% | +10.5% |
| 3Y | +125.2% | -57.9% | +183.1% | +169.8% |
| 5Y | +105.0% | -61.3% | +166.3% | +146.3% |
| 10Y | +481.5% | +77.5% | +403.9% | +376.6% |
| All | +1,376.5% | +3,520.0% | -2,143.5% | +559.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling