+89.6%
AXP vs CAG
-39.4%
+129.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.0% |
| 7D | +0.6% | +5.8% | -5.2% | -0.2% |
| 30D | +5.8% | +16.4% | -10.5% | +3.7% |
| 3M | -6.0% | +3.8% | -9.8% | -6.6% |
| 6M | +0.3% | +10.8% | -10.5% | -1.4% |
| YTD | -12.3% | -5.8% | -6.4% | -12.6% |
| 1Y | -11.2% | -2.4% | -8.9% | -12.1% |
| 3Y | +117.0% | -33.4% | +150.5% | +125.0% |
| All | +89.6% | -39.4% | +129.0% | +96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling