+113.2%
AXP vs CBOE
+115.8%
-2.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -2.1% | +4.5% | -6.6% | -1.6% |
| 30D | +2.7% | +26.2% | -23.6% | +5.5% |
| 3M | -7.3% | +27.1% | -34.4% | -4.5% |
| 6M | +1.8% | +4.2% | -2.4% | +2.6% |
| YTD | -13.1% | +48.0% | -61.1% | -7.8% |
| 1Y | -13.7% | +42.4% | -56.2% | -9.0% |
| All | +113.2% | +115.8% | -2.7% | +135.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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