+1,225.8%
CLS vs AXP
+110.9%
+1,114.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.6% |
| 7D | +4.6% | -2.1% | +6.7% | +6.1% |
| 30D | -13.9% | -6.5% | -7.4% | -9.5% |
| 3M | -26.6% | +4.6% | -31.2% | -29.3% |
| 6M | +15.4% | +5.4% | +10.0% | +10.2% |
| YTD | +5.7% | -11.1% | +16.8% | +13.1% |
| 1Y | +41.1% | -0.3% | +41.4% | +34.8% |
| All | +1,225.8% | +110.9% | +1,114.8% | +620.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling