+111.1%
AXP vs CG
+58.1%
+53.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.4% |
| 7D | -2.1% | -4.3% | +2.2% | -0.1% |
| 30D | -6.5% | -5.1% | -1.5% | -4.5% |
| 3M | +4.6% | +8.7% | -4.0% | -0.1% |
| 6M | +5.4% | -9.2% | +14.7% | +9.2% |
| YTD | -11.1% | -18.9% | +7.7% | -3.4% |
| 1Y | -0.3% | -25.6% | +25.3% | +12.4% |
| All | +111.1% | +58.1% | +53.0% | +71.0% |
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