+205.1%
CRM vs AXP
+418.6%
-213.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +2.0% | -0.1% | +2.1% | +2.0% |
| 30D | -7.7% | +4.4% | -12.1% | -9.5% |
| 3M | +8.4% | -6.4% | +14.8% | +11.4% |
| 6M | +31.9% | +4.2% | +27.8% | +28.8% |
| YTD | -17.2% | -12.4% | -4.8% | -13.2% |
| 1Y | -8.6% | -11.1% | +2.5% | -4.9% |
| 3Y | +3.1% | +114.9% | -111.7% | -28.1% |
| 5Y | -27.6% | +87.4% | -115.0% | -47.4% |
| All | +205.1% | +418.6% | -213.5% | +45.3% |
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