+725.3%
CAT vs AXP
+449.9%
+275.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.5% |
| 7D | -10.3% | +0.6% | -10.9% | -10.7% |
| 30D | -31.2% | +5.8% | -37.0% | -33.4% |
| 3M | -34.7% | -6.0% | -28.6% | -32.8% |
| 6M | -39.5% | +0.3% | -39.8% | -40.2% |
| YTD | -1.7% | -12.3% | +10.6% | +3.6% |
| 1Y | -1.1% | -11.2% | +10.1% | +3.5% |
| 3Y | +143.9% | +117.0% | +26.8% | +54.6% |
| 5Y | +194.8% | +93.2% | +101.6% | +93.1% |
| All | +725.3% | +449.9% | +275.4% | +147.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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