+428.4%
AXP vs CAG
-38.9%
+467.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -0.6% | +6.6% | -7.3% | -1.7% |
| 30D | +5.0% | +13.9% | -8.9% | +2.5% |
| 3M | -4.2% | +4.0% | -8.3% | -5.1% |
| 6M | +2.9% | +10.0% | -7.0% | +0.8% |
| YTD | -11.6% | -6.1% | -5.4% | -11.6% |
| 1Y | -11.1% | -4.3% | -6.8% | -11.4% |
| 3Y | +116.7% | -34.6% | +151.3% | +129.3% |
| 5Y | +89.6% | -39.4% | +129.1% | +103.1% |
| 10Y | +428.4% | -34.2% | +462.6% | +455.4% |
| All | +428.4% | -38.9% | +467.2% | +455.4% |
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