-29.6%
CLS vs AXP
-6.4%
-23.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +2.2% | -11.2% | -9.5% |
| 7D | -21.1% | +4.6% | -25.8% | -22.1% |
| 30D | -38.2% | +9.7% | -48.0% | -39.8% |
| 3M | -36.3% | -3.8% | -32.5% | -35.2% |
| 6M | -43.8% | +4.8% | -48.6% | -44.4% |
| YTD | -20.0% | -9.1% | -10.9% | -21.1% |
| 1Y | -29.6% | -6.7% | -22.9% | -31.7% |
| All | -29.6% | -6.4% | -23.2% | -31.7% |
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