+117.0%
AXP vs CAH
+185.1%
-68.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.5% |
| 7D | +0.6% | +8.5% | -7.9% | -0.8% |
| 30D | +5.8% | +17.0% | -11.2% | +3.0% |
| 3M | -6.0% | +14.6% | -20.6% | -8.2% |
| 6M | +0.3% | +42.5% | -42.2% | -5.6% |
| YTD | -12.3% | +33.5% | -45.7% | -16.9% |
| 1Y | -11.2% | +38.5% | -49.8% | -16.7% |
| 3Y | +117.0% | +179.0% | -62.0% | +70.5% |
| All | +117.0% | +185.1% | -68.0% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling