+469.1%
AXP vs CB
+218.6%
+250.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | +0.2% |
| 7D | -2.1% | +0.5% | -2.6% | -2.5% |
| 30D | -6.5% | -3.1% | -3.4% | -4.6% |
| 3M | +4.6% | +9.0% | -4.3% | -2.5% |
| 6M | +5.4% | +2.9% | +2.6% | +2.0% |
| YTD | -11.1% | +10.1% | -21.2% | -18.5% |
| 1Y | -0.3% | +22.8% | -23.1% | -15.9% |
| 3Y | +111.6% | +73.8% | +37.8% | +33.2% |
| 5Y | +117.6% | +99.2% | +18.4% | +20.8% |
| All | +469.1% | +218.6% | +250.5% | +132.1% |
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