+440.3%
AXP vs CFG
+248.3%
+192.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | -0.7% |
| 7D | -1.1% | +0.3% | -1.4% | -1.3% |
| 30D | +5.2% | +3.2% | +2.0% | +3.2% |
| 3M | -4.6% | -9.7% | +5.1% | +1.3% |
| 6M | +3.2% | +3.6% | -0.4% | +0.7% |
| YTD | -11.3% | +14.7% | -26.0% | -18.7% |
| 1Y | -11.0% | +29.6% | -40.6% | -24.2% |
| 3Y | +120.2% | +190.6% | -70.4% | +14.0% |
| 5Y | +91.7% | +67.1% | +24.7% | +33.3% |
| 10Y | +440.3% | +237.0% | +203.3% | +125.2% |
| All | +440.3% | +248.3% | +192.1% | +125.2% |
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