+232.4%
CRM vs AXP
+468.6%
-236.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.3% |
| 7D | -8.1% | -2.8% | -5.3% | -7.0% |
| 30D | +23.1% | -5.9% | +29.0% | +26.2% |
| 3M | +42.5% | +2.6% | +39.9% | +40.4% |
| 6M | +25.3% | +6.4% | +18.9% | +21.3% |
| YTD | -7.8% | -12.6% | +4.8% | -3.2% |
| 1Y | +1.0% | +0.2% | +0.8% | -0.5% |
| 3Y | +10.0% | +110.9% | -100.9% | -22.1% |
| 5Y | -3.9% | +114.7% | -118.6% | -33.2% |
| All | +232.4% | +468.6% | -236.2% | +71.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling