+7,268.3%
AXP vs CB
+6,559.4%
+708.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.1% |
| 7D | -2.1% | +0.5% | -2.6% | -2.4% |
| 30D | -6.5% | -3.1% | -3.4% | -5.1% |
| 3M | +4.6% | +9.0% | -4.3% | -0.5% |
| 6M | +5.4% | +2.9% | +2.6% | +3.0% |
| YTD | -11.1% | +10.1% | -21.2% | -16.4% |
| 1Y | -0.3% | +22.8% | -23.1% | -11.5% |
| 3Y | +111.6% | +73.8% | +37.8% | +54.8% |
| 5Y | +117.6% | +99.2% | +18.4% | +47.9% |
| 10Y | +474.1% | +218.2% | +255.9% | +210.2% |
| All | +7,268.3% | +6,559.4% | +708.9% | +1,454.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling