+481.5%
AXP vs CF
+542.5%
-61.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.4% | +6.6% | +3.5% |
| 7D | +4.6% | -6.9% | +11.5% | +6.7% |
| 30D | +9.7% | -3.7% | +13.5% | +10.7% |
| 3M | -3.8% | -5.0% | +1.2% | -3.1% |
| 6M | +4.8% | -10.5% | +15.3% | +6.4% |
| YTD | -9.1% | +46.5% | -55.6% | -24.5% |
| 1Y | -6.7% | +34.8% | -41.5% | -20.3% |
| 3Y | +125.2% | +46.7% | +78.5% | +79.8% |
| 5Y | +105.0% | +112.0% | -7.0% | +26.6% |
| 10Y | +481.5% | +529.7% | -48.2% | +133.5% |
| All | +481.5% | +542.5% | -61.0% | +133.5% |
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