+117.0%
AXP vs CDW
-19.1%
+136.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | -2.1% | +3.2% | -5.3% | -3.3% |
| 30D | -6.5% | +9.3% | -15.8% | -10.1% |
| 3M | +4.6% | +9.8% | -5.1% | -0.7% |
| 6M | +5.4% | +23.3% | -17.9% | -7.9% |
| YTD | -11.1% | +13.7% | -24.8% | -19.3% |
| 1Y | -0.3% | -6.5% | +6.2% | -0.3% |
| 3Y | +111.6% | -25.2% | +136.8% | +128.6% |
| All | +117.0% | -19.1% | +136.1% | +128.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling