+207.3%
CAT vs AXP
+91.8%
+115.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -6.3% | -0.6% | -5.7% | -6.0% |
| 30D | -26.8% | +5.0% | -31.8% | -28.7% |
| 3M | -30.0% | -4.2% | -25.8% | -28.8% |
| 6M | -34.6% | +2.9% | -37.5% | -36.2% |
| YTD | +2.9% | -11.6% | +14.5% | +7.9% |
| 1Y | +3.3% | -11.1% | +14.4% | +7.9% |
| 3Y | +153.7% | +116.7% | +37.0% | +65.3% |
| 5Y | +207.3% | +89.6% | +117.7% | +108.8% |
| All | +207.3% | +91.8% | +115.5% | +108.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling