+9.3%
CAT vs AXP
-12.6%
+22.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | +7.4% | -0.1% | +7.6% | +7.5% |
| 30D | -19.7% | +4.4% | -24.1% | -20.7% |
| 3M | -29.6% | -6.4% | -23.2% | -28.2% |
| 6M | -33.2% | +4.2% | -37.4% | -34.8% |
| YTD | +5.7% | -12.4% | +18.0% | +9.5% |
| 1Y | +9.3% | -11.1% | +20.5% | +12.7% |
| All | +9.3% | -12.6% | +22.0% | +12.7% |
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