+119.7%
AXP vs CB
+74.6%
+45.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | +0.4% | +2.6% | -2.2% | -0.3% |
| 30D | +7.0% | +11.2% | -4.2% | +3.9% |
| 3M | -6.6% | +5.7% | -12.3% | -8.1% |
| 6M | +3.5% | +15.9% | -12.5% | -1.5% |
| YTD | -11.2% | +20.2% | -31.3% | -16.8% |
| 1Y | -10.2% | +32.4% | -42.6% | -19.0% |
| All | +119.7% | +74.6% | +45.1% | +83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling