+3,231.7%
CLS vs AXP
+1,350.8%
+1,880.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.5% |
| 7D | +4.6% | -2.1% | +6.7% | +5.8% |
| 30D | -13.9% | -6.5% | -7.4% | -10.5% |
| 3M | -26.6% | +4.6% | -31.2% | -28.6% |
| 6M | +15.4% | +5.4% | +10.0% | +11.6% |
| YTD | +5.7% | -11.1% | +16.8% | +11.3% |
| 1Y | +41.1% | -0.3% | +41.4% | +38.1% |
| 3Y | +1,228.6% | +111.6% | +1,117.0% | +757.6% |
| 5Y | +3,240.6% | +117.6% | +3,123.1% | +1,986.7% |
| 10Y | +2,760.3% | +474.1% | +2,286.2% | +882.3% |
| All | +3,231.7% | +1,350.8% | +1,880.9% | +422.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling