+117.0%
AXP vs CTAS
+75.4%
+41.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.5% |
| 7D | +0.6% | +1.2% | -0.6% | +0.2% |
| 30D | +5.8% | +12.8% | -6.9% | +0.9% |
| 3M | -6.0% | +10.3% | -16.3% | -9.7% |
| 6M | +0.3% | +32.0% | -31.7% | -11.5% |
| YTD | -12.3% | +19.1% | -31.4% | -19.1% |
| 1Y | -11.2% | +21.5% | -32.7% | -18.9% |
| 3Y | +117.0% | +76.0% | +41.0% | +79.3% |
| All | +117.0% | +75.4% | +41.6% | +79.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling