+192.1%
CAT vs AXP
+96.1%
+96.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.3% | -4.1% | -5.2% |
| 7D | -14.5% | +0.4% | -14.9% | -14.7% |
| 30D | -35.7% | +7.0% | -42.8% | -38.0% |
| 3M | -36.3% | -6.6% | -29.7% | -34.3% |
| 6M | -38.5% | +3.5% | -42.0% | -40.2% |
| YTD | -2.5% | -11.2% | +8.6% | +1.9% |
| 1Y | -1.9% | -10.2% | +8.3% | +1.9% |
| 3Y | +139.2% | +120.0% | +19.1% | +54.5% |
| 5Y | +192.1% | +95.6% | +96.6% | +95.8% |
| All | +192.1% | +96.1% | +96.0% | +95.8% |
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