+1,929.4%
CLS vs AXP
+428.9%
+1,500.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.1% | +8.6% | +8.6% |
| 7D | +2.8% | -2.9% | +5.6% | +4.9% |
| 30D | -30.1% | +3.7% | -33.8% | -31.9% |
| 3M | -21.7% | -4.9% | -16.8% | -19.8% |
| 6M | -36.2% | +4.1% | -40.3% | -38.6% |
| YTD | -17.8% | -11.7% | -6.1% | -13.2% |
| 1Y | -26.8% | -11.7% | -15.1% | -22.5% |
| 3Y | +853.4% | +116.5% | +736.9% | +477.3% |
| 5Y | +2,005.0% | +89.5% | +1,915.5% | +1,251.3% |
| 10Y | +1,929.4% | +424.9% | +1,504.5% | +753.6% |
| All | +1,929.4% | +428.9% | +1,500.5% | +753.6% |
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