+448.7%
AXP vs CG
+290.3%
+158.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -0.9% |
| 7D | +0.6% | -1.2% | +1.8% | +1.1% |
| 30D | +5.8% | +5.0% | +0.8% | +3.0% |
| 3M | -6.0% | -18.2% | +12.2% | +3.3% |
| 6M | +0.3% | -20.7% | +21.0% | +11.2% |
| YTD | -12.3% | -31.4% | +19.2% | +3.8% |
| 1Y | -11.2% | -22.3% | +11.0% | -1.6% |
| 3Y | +117.0% | +50.2% | +66.9% | +63.4% |
| 5Y | +93.2% | -22.1% | +115.2% | +95.6% |
| All | +448.7% | +290.3% | +158.4% | +168.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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