+885.1%
AXP vs CBOE
+1,045.3%
-160.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.1% | -3.6% | +1.5% | -1.1% |
| 30D | -6.5% | +5.1% | -11.6% | -8.2% |
| 3M | +4.6% | +4.6% | 0.0% | +2.0% |
| 6M | +5.4% | -0.3% | +5.7% | +3.3% |
| YTD | -11.1% | +19.8% | -30.9% | -18.4% |
| 1Y | -0.3% | +28.4% | -28.7% | -10.9% |
| 3Y | +111.6% | +104.1% | +7.5% | +53.7% |
| 5Y | +117.6% | +150.9% | -33.3% | +43.6% |
| 10Y | +474.1% | +393.5% | +80.6% | +191.7% |
| All | +885.1% | +1,045.3% | -160.2% | +230.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling