+119.7%
AXP vs CG
+48.3%
+71.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.5% | +4.2% | +0.7% |
| 7D | +0.4% | -1.5% | +1.9% | +1.0% |
| 30D | +7.0% | +2.8% | +4.3% | +5.4% |
| 3M | -6.6% | -19.2% | +12.7% | +2.5% |
| 6M | +3.5% | -21.0% | +24.4% | +14.1% |
| YTD | -11.2% | -31.0% | +19.8% | +3.7% |
| 1Y | -10.2% | -21.1% | +10.9% | -1.8% |
| All | +119.7% | +48.3% | +71.4% | +93.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling