+111.9%
AXP vs CART
+21.6%
+90.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | -1.0% |
| 7D | -2.1% | +1.0% | -3.2% | -2.2% |
| 30D | -6.5% | +12.6% | -19.2% | -7.8% |
| 3M | +4.6% | +23.1% | -18.5% | +2.2% |
| 6M | +5.4% | +39.5% | -34.1% | +1.3% |
| YTD | -11.1% | +13.5% | -24.7% | -12.8% |
| 1Y | -0.3% | +14.9% | -15.2% | -2.6% |
| All | +111.9% | +21.6% | +90.3% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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