+11.5%
AXP vs CAI
-7.1%
+18.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | -2.1% | -2.2% | +0.1% | -1.9% |
| 30D | -6.5% | +52.4% | -58.9% | -10.8% |
| 3M | +4.6% | +45.1% | -40.4% | +0.2% |
| 6M | +5.4% | +26.2% | -20.8% | +1.6% |
| YTD | -11.1% | -7.1% | -4.0% | -12.6% |
| 1Y | -0.3% | -31.0% | +30.7% | -0.6% |
| All | +11.5% | -7.1% | +18.6% | +9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling