+1,134.9%
CAT vs AXP
+474.4%
+660.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.3% |
| 7D | +1.7% | -2.1% | +3.8% | +2.9% |
| 30D | -6.6% | -6.5% | 0.0% | -3.2% |
| 3M | -13.3% | +4.6% | -17.9% | -15.8% |
| 6M | +11.6% | +5.4% | +6.2% | +7.7% |
| YTD | +42.9% | -11.1% | +54.1% | +50.1% |
| 1Y | +95.4% | -0.3% | +95.7% | +91.9% |
| 3Y | +196.6% | +111.6% | +85.0% | +91.9% |
| 5Y | +321.7% | +117.6% | +204.1% | +160.2% |
| All | +1,134.9% | +474.4% | +660.5% | +373.3% |
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