+111.1%
AXP vs CEG
+186.0%
-75.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -6.0% | -1.7% |
| 7D | -2.1% | +8.0% | -10.1% | -3.1% |
| 30D | -6.5% | +12.9% | -19.5% | -8.1% |
| 3M | +4.6% | +13.2% | -8.5% | +2.8% |
| 6M | +5.4% | -7.0% | +12.4% | +5.7% |
| YTD | -11.1% | -15.0% | +3.9% | -10.0% |
| 1Y | -0.3% | -2.7% | +2.4% | -1.8% |
| All | +111.1% | +186.0% | -75.0% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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