+6,610.0%
AXP vs CTAS
+23,129.2%
-16,519.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -2.1% | -1.8% | -0.3% | -1.3% |
| 30D | -6.5% | -0.2% | -6.3% | -6.5% |
| 3M | +4.6% | +11.7% | -7.0% | -1.4% |
| 6M | +5.4% | +0.7% | +4.7% | +4.0% |
| YTD | -11.1% | +7.4% | -18.5% | -15.1% |
| 1Y | -0.3% | -2.1% | +1.8% | -0.5% |
| 3Y | +111.6% | +62.9% | +48.6% | +64.1% |
| 5Y | +117.6% | +111.9% | +5.7% | +49.0% |
| 10Y | +474.1% | +652.2% | -178.1% | +128.5% |
| All | +6,610.0% | +23,129.2% | -16,519.2% | +766.6% |
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