+448.7%
AXP vs CFG
+242.7%
+206.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.7% |
| 7D | +0.6% | -0.9% | +1.5% | +1.1% |
| 30D | +5.8% | +1.1% | +4.8% | +5.2% |
| 3M | -6.0% | -12.0% | +6.0% | +1.3% |
| 6M | +0.3% | -2.2% | +2.5% | +1.3% |
| YTD | -12.3% | +11.4% | -23.7% | -18.1% |
| 1Y | -11.2% | +27.8% | -39.1% | -23.7% |
| 3Y | +117.0% | +173.3% | -56.3% | +16.5% |
| 5Y | +93.2% | +62.4% | +30.7% | +36.7% |
| All | +448.7% | +242.7% | +206.0% | +129.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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