+6,524.1%
AXP vs CAH
+16,621.8%
-10,097.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.7% |
| 7D | +0.6% | +8.5% | -7.9% | -2.3% |
| 30D | +5.8% | +17.0% | -11.2% | 0.0% |
| 3M | -6.0% | +14.6% | -20.6% | -10.7% |
| 6M | +0.3% | +42.5% | -42.2% | -12.1% |
| YTD | -12.3% | +33.5% | -45.7% | -21.9% |
| 1Y | -11.2% | +38.5% | -49.8% | -22.2% |
| 3Y | +117.0% | +179.0% | -62.0% | +44.5% |
| 5Y | +93.2% | +507.2% | -414.0% | -4.3% |
| 10Y | +461.2% | +448.9% | +12.2% | +173.5% |
| All | +6,524.1% | +16,621.8% | -10,097.7% | +1,146.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling