+448.7%
AXP vs CAG
-38.1%
+486.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.9% |
| 7D | +0.6% | +5.8% | -5.2% | -0.4% |
| 30D | +5.8% | +16.4% | -10.5% | +3.1% |
| 3M | -6.0% | +3.8% | -9.8% | -6.8% |
| 6M | +0.3% | +10.8% | -10.5% | -1.9% |
| YTD | -12.3% | -5.8% | -6.4% | -12.3% |
| 1Y | -11.2% | -2.4% | -8.9% | -11.9% |
| 3Y | +117.0% | -33.4% | +150.5% | +128.5% |
| 5Y | +93.2% | -39.4% | +132.6% | +106.6% |
| All | +448.7% | -38.1% | +486.8% | +464.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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