+1,476.4%
CRWD vs AXP
+190.9%
+1,285.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.0% | +4.4% | +5.0% |
| 7D | -5.5% | -1.1% | -4.4% | -5.0% |
| 30D | -16.9% | +5.2% | -22.1% | -18.5% |
| 3M | +6.6% | -4.6% | +11.2% | +8.2% |
| 6M | +73.2% | +3.2% | +70.0% | +70.5% |
| YTD | +95.1% | -11.3% | +106.4% | +102.2% |
| 1Y | +69.4% | -11.0% | +80.4% | +75.2% |
| 3Y | +379.3% | +120.2% | +259.1% | +268.7% |
| 5Y | +211.9% | +91.7% | +120.1% | +146.7% |
| All | +1,476.4% | +190.9% | +1,285.5% | +1,030.6% |
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