+469.1%
AXP vs CTAS
+650.4%
-181.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.9% |
| 7D | -2.1% | -1.8% | -0.3% | -0.9% |
| 30D | -6.5% | -0.2% | -6.3% | -6.5% |
| 3M | +4.6% | +11.7% | -7.0% | -4.2% |
| 6M | +5.4% | +0.7% | +4.7% | +3.1% |
| YTD | -11.1% | +7.4% | -18.5% | -17.1% |
| 1Y | -0.3% | -2.1% | +1.8% | -0.8% |
| 3Y | +111.6% | +62.9% | +48.6% | +40.1% |
| 5Y | +117.6% | +111.9% | +5.7% | +16.2% |
| All | +469.1% | +650.4% | -181.3% | +54.8% |
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