+448.7%
AXP vs CB
+248.0%
+200.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | 0.0% |
| 7D | +0.6% | +0.2% | +0.3% | +0.4% |
| 30D | +5.8% | +9.1% | -3.2% | -0.4% |
| 3M | -6.0% | +3.4% | -9.4% | -8.4% |
| 6M | +0.3% | +14.1% | -13.8% | -9.7% |
| YTD | -12.3% | +18.0% | -30.3% | -23.4% |
| 1Y | -11.2% | +30.1% | -41.4% | -28.0% |
| 3Y | +117.0% | +71.8% | +45.3% | +38.4% |
| 5Y | +93.2% | +101.8% | -8.7% | +6.4% |
| All | +448.7% | +248.0% | +200.7% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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