+1.8%
CRM vs AXP
+118.6%
-116.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -3.9% | -0.6% | -3.3% | -3.6% |
| 30D | -6.8% | +5.0% | -11.8% | -8.9% |
| 3M | +8.3% | -4.2% | +12.5% | +10.2% |
| 6M | +17.9% | +2.9% | +15.0% | +15.6% |
| YTD | -18.9% | -11.6% | -7.3% | -14.8% |
| 1Y | -10.9% | -11.1% | +0.2% | -6.9% |
| 3Y | +1.8% | +116.7% | -114.9% | -37.3% |
| All | +1.8% | +118.6% | -116.8% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling