-11.2%
AXP vs CFG
+27.1%
-38.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.6% |
| 7D | +0.6% | -0.9% | +1.5% | +1.2% |
| 30D | +5.8% | +1.1% | +4.8% | +5.1% |
| 3M | -6.0% | -12.0% | +6.0% | +1.9% |
| 6M | +0.3% | -2.2% | +2.5% | +1.1% |
| YTD | -12.3% | +11.4% | -23.7% | -18.8% |
| 1Y | -11.2% | +27.8% | -39.1% | -27.1% |
| All | -11.2% | +27.1% | -38.3% | -27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling