+86.1%
AXP vs CAG
-41.0%
+127.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | -0.1% | -3.3% | +3.2% | +0.3% |
| 30D | +4.4% | +7.7% | -3.2% | +3.4% |
| 3M | -6.4% | -3.2% | -3.2% | -6.2% |
| 6M | +4.2% | +7.0% | -2.8% | +2.9% |
| YTD | -12.4% | -9.0% | -3.4% | -12.3% |
| 1Y | -11.1% | -9.6% | -1.5% | -11.0% |
| 3Y | +114.9% | -36.0% | +150.9% | +124.2% |
| All | +86.1% | -41.0% | +127.1% | +92.9% |
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 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