+425.5%
AXP vs CAH
+410.3%
+15.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | -0.6% | +9.4% | -10.1% | -4.1% |
| 30D | +5.0% | +16.5% | -11.5% | -1.1% |
| 3M | -4.2% | +17.0% | -21.2% | -10.1% |
| 6M | +2.9% | +51.4% | -48.4% | -12.8% |
| YTD | -11.6% | +36.0% | -47.5% | -22.7% |
| 1Y | -11.1% | +36.0% | -47.1% | -22.3% |
| 3Y | +116.7% | +177.5% | -60.8% | +36.4% |
| 5Y | +89.6% | +509.2% | -419.6% | -17.8% |
| All | +425.5% | +410.3% | +15.2% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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