+464.9%
AXP vs CF
+589.1%
-124.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.2% |
| 7D | +0.6% | -0.9% | +1.5% | +0.9% |
| 30D | -4.3% | +18.1% | -22.4% | -9.5% |
| 3M | +4.7% | +23.4% | -18.7% | -2.8% |
| 6M | +9.0% | +17.1% | -8.1% | +0.2% |
| YTD | -11.1% | +76.2% | -87.4% | -29.8% |
| 1Y | +1.3% | +62.3% | -61.0% | -18.0% |
| 3Y | +114.5% | +71.8% | +42.7% | +64.0% |
| 5Y | +118.0% | +234.6% | -116.5% | +12.8% |
| 10Y | +464.9% | +574.3% | -109.3% | +113.5% |
| All | +464.9% | +589.1% | -124.2% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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