+10.8%
AXP vs CAI
-9.3%
+20.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.1% |
| 7D | -2.9% | -26.3% | +23.4% | -0.5% |
| 30D | +3.7% | -17.5% | +21.2% | +5.1% |
| 3M | -4.9% | +5.8% | -10.7% | -6.1% |
| 6M | +4.1% | +53.6% | -49.6% | -1.9% |
| YTD | -11.7% | -9.2% | -2.4% | -13.5% |
| 1Y | -11.7% | -2.7% | -9.1% | -13.9% |
| All | +10.8% | -9.3% | +20.1% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 10y: compounded portfolio wealth divided by compounded CAI 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…
10y analysis · Full analysis span regression · 6 months rolling