+2,755.1%
CLS vs AXP
+474.4%
+2,280.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.5% |
| 7D | +4.6% | -2.1% | +6.7% | +5.9% |
| 30D | -13.9% | -6.5% | -7.4% | -10.2% |
| 3M | -26.6% | +4.6% | -31.2% | -28.8% |
| 6M | +15.4% | +5.4% | +10.0% | +11.2% |
| YTD | +5.7% | -11.1% | +16.8% | +11.8% |
| 1Y | +41.1% | -0.3% | +41.4% | +37.5% |
| 3Y | +1,228.6% | +111.6% | +1,117.0% | +724.7% |
| 5Y | +3,240.6% | +117.6% | +3,123.1% | +1,894.8% |
| All | +2,755.1% | +474.4% | +2,280.7% | +1,103.7% |
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 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