+424.9%
AXP vs CTAS
+832.5%
-407.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.7% |
| 7D | -2.9% | -0.8% | -2.1% | -2.3% |
| 30D | +3.7% | +10.7% | -7.0% | -3.4% |
| 3M | -4.9% | +11.0% | -15.9% | -11.8% |
| 6M | +4.1% | +38.7% | -34.7% | -18.5% |
| YTD | -11.7% | +21.8% | -33.4% | -24.6% |
| 1Y | -11.7% | +23.6% | -35.3% | -25.5% |
| 3Y | +116.5% | +74.9% | +41.6% | +36.6% |
| 5Y | +89.5% | +119.5% | -30.0% | -1.0% |
| 10Y | +424.9% | +820.2% | -395.3% | +21.1% |
| All | +424.9% | +832.5% | -407.6% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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