+5,056.4%
CRM vs AXP
+879.1%
+4,177.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.5% |
| 7D | -2.2% | -2.1% | 0.0% | -1.2% |
| 30D | -8.6% | +2.7% | -11.2% | -9.8% |
| 3M | +12.7% | -7.3% | +20.0% | +16.6% |
| 6M | +27.6% | +1.8% | +25.8% | +25.7% |
| YTD | -17.3% | -13.1% | -4.2% | -12.7% |
| 1Y | -10.8% | -13.7% | +2.9% | -5.7% |
| 3Y | +3.8% | +113.1% | -109.3% | -29.6% |
| 5Y | -27.7% | +85.9% | -113.6% | -48.6% |
| 10Y | +197.3% | +416.7% | -219.4% | +17.8% |
| All | +5,056.4% | +879.1% | +4,177.3% | +1,118.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling