+6.5%
CAT vs AXP
-13.3%
+19.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.0% |
| 7D | +9.3% | -2.1% | +11.5% | +10.0% |
| 30D | -21.5% | +2.7% | -24.1% | -22.1% |
| 3M | -29.1% | -7.3% | -21.8% | -27.5% |
| 6M | -33.4% | +1.8% | -35.1% | -34.5% |
| YTD | +6.6% | -13.1% | +19.6% | +11.0% |
| 1Y | +6.5% | -13.7% | +20.2% | +11.9% |
| All | +6.5% | -13.3% | +19.9% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling