+336.1%
AXP vs CFG
+396.4%
-60.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.1% | +1.5% | -3.6% | -3.0% |
| 30D | -6.5% | -3.8% | -2.7% | -4.5% |
| 3M | +4.6% | +11.5% | -6.8% | -2.0% |
| 6M | +5.4% | +19.2% | -13.8% | -5.2% |
| YTD | -11.1% | +23.7% | -34.8% | -21.8% |
| 1Y | -0.3% | +38.8% | -39.2% | -18.1% |
| 3Y | +111.6% | +178.9% | -67.3% | +13.9% |
| 5Y | +117.6% | +101.8% | +15.8% | +36.9% |
| 10Y | +474.1% | +317.3% | +156.9% | +120.3% |
| All | +336.1% | +396.4% | -60.2% | +55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling