-39.3%
CLS vs AXP
-11.3%
-28.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | -22.2% | +0.6% | -22.8% | -22.2% |
| 30D | -44.4% | +5.8% | -50.2% | -45.2% |
| 3M | -34.3% | -6.0% | -28.3% | -32.9% |
| 6M | -50.1% | +0.3% | -50.4% | -49.9% |
| YTD | -30.1% | -12.3% | -17.8% | -30.6% |
| 1Y | -39.3% | -11.2% | -28.1% | -39.9% |
| All | -39.3% | -11.3% | -28.0% | -39.9% |
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 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