+433.0%
AXP vs CDW
+1,010.9%
-577.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +12.7% | -10.5% | -3.6% |
| 7D | +4.6% | +3.7% | +0.9% | +2.4% |
| 30D | +9.7% | +26.0% | -16.3% | -2.1% |
| 3M | -3.8% | +10.1% | -13.9% | -9.9% |
| 6M | +4.8% | +26.1% | -21.3% | -11.7% |
| YTD | -9.1% | +25.9% | -34.9% | -23.9% |
| 1Y | -6.7% | +21.5% | -28.2% | -20.5% |
| 3Y | +125.2% | -15.7% | +140.9% | +125.8% |
| 5Y | +105.0% | -2.3% | +107.3% | +85.9% |
| 10Y | +481.5% | +337.4% | +144.0% | +194.6% |
| All | +433.0% | +1,010.9% | -577.8% | +135.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling