+6,032.9%
CRM vs AXP
+900.9%
+5,132.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.4% |
| 7D | +1.3% | -2.1% | +3.4% | +2.3% |
| 30D | +34.3% | -6.5% | +40.9% | +38.6% |
| 3M | +37.7% | +4.6% | +33.0% | +34.1% |
| 6M | +34.9% | +5.4% | +29.5% | +30.7% |
| YTD | -1.6% | -11.1% | +9.5% | +2.8% |
| 1Y | +7.1% | -0.3% | +7.4% | +5.6% |
| 3Y | +19.0% | +111.6% | -92.5% | -19.1% |
| 5Y | -1.3% | +117.6% | -118.8% | -34.9% |
| 10Y | +251.2% | +474.1% | -223.0% | +31.7% |
| All | +6,032.9% | +900.9% | +5,132.0% | +1,336.3% |
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 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