+6,606.2%
AXP vs CTAS
+26,135.0%
-19,528.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.1% | -1.8% |
| 7D | +0.4% | +3.8% | -3.4% | -1.3% |
| 30D | +7.0% | +15.5% | -8.5% | 0.0% |
| 3M | -6.6% | +12.7% | -19.3% | -11.9% |
| 6M | +3.5% | +34.5% | -31.0% | -10.8% |
| YTD | -11.2% | +21.3% | -32.5% | -19.9% |
| 1Y | -10.2% | +23.1% | -33.2% | -19.6% |
| 3Y | +120.0% | +79.3% | +40.7% | +63.0% |
| 5Y | +95.6% | +114.7% | -19.1% | +32.9% |
| 10Y | +468.1% | +867.1% | -399.0% | +102.5% |
| All | +6,606.2% | +26,135.0% | -19,528.8% | +716.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling