+346.1%
AXP vs CFG
+365.8%
-19.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +0.8% |
| 7D | +4.6% | +1.8% | +2.8% | +3.6% |
| 30D | +9.7% | +3.3% | +6.4% | +7.7% |
| 3M | -3.8% | -9.8% | +6.1% | +2.1% |
| 6M | +4.8% | +5.2% | -0.4% | +1.4% |
| YTD | -9.1% | +16.1% | -25.2% | -17.0% |
| 1Y | -6.7% | +33.7% | -40.4% | -21.5% |
| 3Y | +125.2% | +181.2% | -56.0% | +21.4% |
| 5Y | +105.0% | +69.1% | +35.8% | +43.2% |
| 10Y | +481.5% | +264.3% | +217.2% | +138.9% |
| All | +346.1% | +365.8% | -19.7% | +65.3% |
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