+795.1%
AXP vs CF
+5,948.3%
-5,153.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.2% |
| 7D | -2.1% | +6.0% | -8.1% | -3.9% |
| 30D | -6.5% | +14.8% | -21.4% | -10.6% |
| 3M | +4.6% | +14.1% | -9.4% | -0.2% |
| 6M | +5.4% | +28.5% | -23.1% | -5.3% |
| YTD | -11.1% | +74.9% | -86.1% | -27.7% |
| 1Y | -0.3% | +61.7% | -62.0% | -17.2% |
| 3Y | +111.6% | +80.3% | +31.3% | +65.0% |
| 5Y | +117.6% | +226.0% | -108.4% | +32.2% |
| 10Y | +474.1% | +569.9% | -95.7% | +165.3% |
| All | +795.1% | +5,948.3% | -5,153.2% | +113.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling