+448.7%
AXP vs CF
+561.7%
-113.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | +0.6% | -3.2% | +3.8% | +1.4% |
| 30D | +5.8% | +4.3% | +1.5% | +4.1% |
| 3M | -6.0% | +2.8% | -8.8% | -7.7% |
| 6M | +0.3% | +0.6% | -0.3% | -1.8% |
| YTD | -12.3% | +56.6% | -68.9% | -28.6% |
| 1Y | -11.2% | +49.6% | -60.9% | -26.7% |
| 3Y | +117.0% | +61.5% | +55.5% | +67.8% |
| 5Y | +93.2% | +124.0% | -30.8% | +17.5% |
| All | +448.7% | +561.7% | -113.0% | +115.7% |
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