+89.6%
AXP vs CG
-22.2%
+111.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.4% |
| YTD | -12.3% | -31.4% | +19.2% | +2.6% |
| 1Y | -11.2% | -22.3% | +11.0% | -2.3% |
| 3Y | +117.0% | +50.2% | +66.9% | +69.7% |
| All | +89.6% | -22.2% | +111.7% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling