+116.5%
AXP vs CAH
+176.9%
-60.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -2.9% | +5.9% | -8.8% | -3.8% |
| 30D | +3.7% | +16.5% | -12.8% | +1.0% |
| 3M | -4.9% | +15.7% | -20.6% | -7.3% |
| 6M | +4.1% | +52.7% | -48.7% | -3.1% |
| YTD | -11.7% | +36.3% | -48.0% | -16.7% |
| 1Y | -11.7% | +36.7% | -48.5% | -16.8% |
| All | +116.5% | +176.9% | -60.4% | +67.9% |
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 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