+85.9%
AXP vs CAG
-41.2%
+127.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.3% |
| 7D | -2.1% | -6.2% | +4.1% | -1.3% |
| 30D | +2.7% | +7.4% | -4.8% | +1.6% |
| 3M | -7.3% | -1.6% | -5.7% | -7.3% |
| 6M | +1.8% | +6.3% | -4.6% | +0.6% |
| YTD | -13.1% | -10.1% | -3.0% | -12.9% |
| 1Y | -13.7% | -10.2% | -3.5% | -13.5% |
| 3Y | +113.1% | -37.3% | +150.4% | +123.3% |
| 5Y | +85.9% | -41.6% | +127.5% | +92.8% |
| All | +85.9% | -41.2% | +127.2% | +92.8% |
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