-11.6%
AXP vs CAH
+36.3%
-48.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | -0.6% | +9.4% | -10.1% | -1.3% |
| 30D | +5.0% | +16.5% | -11.5% | +3.9% |
| 3M | -4.2% | +17.0% | -21.2% | -5.2% |
| 6M | +2.9% | +51.4% | -48.4% | +2.3% |
| YTD | -11.6% | +36.0% | -47.5% | -12.4% |
| All | -11.6% | +36.3% | -48.0% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling