-10.0%
CRM vs AXP
-6.4%
-3.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.6% |
| 7D | -6.2% | +4.6% | -10.8% | -7.5% |
| 30D | -1.2% | +9.7% | -10.9% | -3.9% |
| 3M | +19.1% | -3.8% | +22.9% | +20.3% |
| 6M | +23.0% | +4.8% | +18.2% | +20.7% |
| YTD | -13.7% | -9.1% | -4.6% | -11.2% |
| 1Y | -10.0% | -6.7% | -3.3% | -8.7% |
| All | -10.0% | -6.4% | -3.6% | -8.7% |
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