+234.0%
CRM vs AXP
+470.6%
-236.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.4% |
| 7D | -5.0% | -2.5% | -2.5% | -3.9% |
| 30D | +23.6% | -5.0% | +28.7% | +26.3% |
| 3M | +39.6% | +1.4% | +38.3% | +38.3% |
| 6M | +23.4% | +6.0% | +17.4% | +19.7% |
| YTD | -7.4% | -12.3% | +4.9% | -2.9% |
| 1Y | -2.3% | +0.3% | -2.6% | -3.7% |
| 3Y | +10.5% | +111.7% | -101.1% | -21.9% |
| 5Y | -4.7% | +114.5% | -119.3% | -33.8% |
| All | +234.0% | +470.6% | -236.5% | +71.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling