+1,914.6%
CLS vs AXP
+418.6%
+1,496.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.9% |
| 7D | +16.3% | -0.1% | +16.4% | +16.3% |
| 30D | -25.7% | +4.4% | -30.1% | -28.0% |
| 3M | -30.9% | -6.4% | -24.4% | -28.5% |
| 6M | -35.5% | +4.2% | -39.6% | -38.0% |
| YTD | -18.7% | -12.4% | -6.3% | -13.7% |
| 1Y | -17.9% | -11.1% | -6.8% | -13.7% |
| 3Y | +838.1% | +114.9% | +723.2% | +470.0% |
| 5Y | +1,971.9% | +87.4% | +1,884.5% | +1,237.3% |
| All | +1,914.6% | +418.6% | +1,496.0% | +742.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling