+407.0%
AXP vs CFG
+216.2%
+190.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.4% |
| 7D | -0.1% | +3.2% | -3.3% | -2.0% |
| 30D | +4.4% | +5.1% | -0.7% | +1.4% |
| 3M | -6.4% | -11.2% | +4.8% | +0.4% |
| 6M | +4.2% | +9.6% | -5.4% | -1.7% |
| YTD | -12.4% | +15.0% | -27.3% | -19.8% |
| 1Y | -11.1% | +29.9% | -41.0% | -24.3% |
| 3Y | +114.9% | +192.1% | -77.2% | +10.9% |
| 5Y | +87.4% | +62.3% | +25.1% | +32.7% |
| All | +407.0% | +216.2% | +190.8% | +121.5% |
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