+2,093.5%
CLS vs AXP
+1,350.0%
+743.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -2.3% | -10.7% | -11.7% |
| 7D | -27.3% | +0.4% | -27.7% | -27.5% |
| 30D | -47.0% | +7.0% | -54.1% | -49.2% |
| 3M | -43.3% | -6.6% | -36.7% | -41.4% |
| 6M | -50.8% | +3.5% | -54.2% | -52.2% |
| YTD | -30.4% | -11.2% | -19.3% | -27.1% |
| 1Y | -41.7% | -10.2% | -31.5% | -39.2% |
| 3Y | +701.4% | +120.0% | +581.4% | +403.6% |
| 5Y | +1,767.8% | +95.6% | +1,672.2% | +1,134.7% |
| 10Y | +1,636.8% | +468.1% | +1,168.7% | +499.1% |
| All | +2,093.5% | +1,350.0% | +743.5% | +241.9% |
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 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