+25,808.1%
CAT vs AXP
+6,658.5%
+19,149.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.2% |
| 7D | +1.7% | -2.1% | +3.8% | +2.6% |
| 30D | -6.6% | -6.5% | 0.0% | -3.9% |
| 3M | -13.3% | +4.6% | -17.9% | -15.3% |
| 6M | +11.6% | +5.4% | +6.2% | +8.5% |
| YTD | +42.9% | -11.1% | +54.1% | +48.8% |
| 1Y | +95.4% | -0.3% | +95.7% | +93.0% |
| 3Y | +196.6% | +111.6% | +85.0% | +110.6% |
| 5Y | +321.7% | +117.6% | +204.1% | +190.2% |
| 10Y | +1,140.8% | +474.1% | +666.7% | +452.9% |
| All | +25,808.1% | +6,658.5% | +19,149.6% | +4,672.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling