+117.9%
AXP vs CG
+42.6%
+75.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +3.2% |
| 3M | -6.0% | -18.2% | +12.2% | +2.5% |
| 6M | +0.3% | -20.7% | +21.0% | +10.5% |
| YTD | -12.3% | -31.4% | +19.2% | +2.8% |
| 1Y | -11.2% | -22.3% | +11.0% | -2.3% |
| All | +117.9% | +42.6% | +75.3% | +92.9% |
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