+6,610.0%
AXP vs CAH
+15,076.3%
-8,466.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -2.1% | +5.4% | -7.5% | -3.9% |
| 30D | -6.5% | +3.3% | -9.9% | -7.7% |
| 3M | +4.6% | +22.8% | -18.1% | -3.0% |
| 6M | +5.4% | +11.3% | -5.8% | +0.8% |
| YTD | -11.1% | +21.1% | -32.3% | -18.0% |
| 1Y | -0.3% | +67.2% | -67.5% | -18.8% |
| 3Y | +111.6% | +195.6% | -84.1% | +37.8% |
| 5Y | +117.6% | +413.8% | -296.3% | +14.6% |
| 10Y | +474.1% | +309.6% | +164.5% | +209.4% |
| All | +6,610.0% | +15,076.3% | -8,466.3% | +1,209.1% |
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