-26.8%
CLS vs AXP
-11.2%
-15.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.1% | +8.6% | +8.5% |
| 7D | +2.8% | -2.9% | +5.6% | +3.6% |
| 30D | -30.1% | +3.7% | -33.8% | -30.8% |
| 3M | -21.7% | -4.9% | -16.8% | -20.3% |
| 6M | -36.2% | +4.1% | -40.3% | -36.9% |
| YTD | -17.8% | -11.7% | -6.1% | -18.2% |
| 1Y | -26.8% | -11.7% | -15.1% | -26.4% |
| All | -26.8% | -11.2% | -15.6% | -26.4% |
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