+440.3%
AXP vs CDW
+325.6%
+114.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.8% | -3.8% | -1.3% |
| 7D | -1.1% | +9.3% | -10.4% | -5.8% |
| 30D | +5.2% | +15.8% | -10.5% | -3.0% |
| 3M | -4.6% | +21.8% | -26.4% | -15.4% |
| 6M | +3.2% | +58.8% | -55.6% | -23.2% |
| YTD | -11.3% | +22.8% | -34.1% | -26.2% |
| 1Y | -11.0% | +17.9% | -28.9% | -24.2% |
| 3Y | +120.2% | -17.4% | +137.6% | +122.6% |
| 5Y | +91.7% | -5.7% | +97.5% | +73.5% |
| 10Y | +440.3% | +319.5% | +120.8% | +157.3% |
| All | +440.3% | +325.6% | +114.7% | +157.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling