+1,628.1%
CLS vs AXP
+449.9%
+1,178.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.3% |
| 7D | -22.2% | +0.6% | -22.8% | -22.6% |
| 30D | -44.4% | +5.8% | -50.2% | -46.5% |
| 3M | -34.3% | -6.0% | -28.3% | -32.2% |
| 6M | -50.1% | +0.3% | -50.4% | -50.7% |
| YTD | -30.1% | -12.3% | -17.8% | -25.8% |
| 1Y | -39.3% | -11.2% | -28.1% | -36.1% |
| 3Y | +732.7% | +117.0% | +615.7% | +403.9% |
| 5Y | +1,777.2% | +93.2% | +1,684.0% | +1,091.9% |
| All | +1,628.1% | +449.9% | +1,178.2% | +650.2% |
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