+7,436.8%
AXP vs CB
+7,216.6%
+220.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.1% |
| 7D | +4.6% | +5.3% | -0.6% | +1.9% |
| 30D | +9.7% | +13.2% | -3.5% | +3.0% |
| 3M | -3.8% | +7.8% | -11.5% | -7.5% |
| 6M | +4.8% | +15.8% | -11.0% | -3.6% |
| YTD | -9.1% | +21.0% | -30.1% | -18.5% |
| 1Y | -6.7% | +32.2% | -38.9% | -20.2% |
| 3Y | +125.2% | +76.7% | +48.5% | +63.6% |
| 5Y | +105.0% | +110.4% | -5.4% | +35.6% |
| 10Y | +481.5% | +261.0% | +220.5% | +195.2% |
| All | +7,436.8% | +7,216.6% | +220.2% | +1,414.3% |
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