+12.8%
CRM vs AXP
+115.0%
-102.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | -3.5% | +0.6% | -4.1% | -3.7% |
| 30D | +29.3% | -4.3% | +33.6% | +31.7% |
| 3M | +36.8% | +4.7% | +32.1% | +33.2% |
| 6M | +23.9% | +9.0% | +14.9% | +18.2% |
| YTD | -5.5% | -11.1% | +5.7% | -0.9% |
| 1Y | -0.4% | +1.3% | -1.7% | -2.6% |
| 3Y | +12.8% | +114.5% | -101.7% | -25.4% |
| All | +12.8% | +115.0% | -102.3% | -25.4% |
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