+551.5%
AXP vs CG
+283.8%
+267.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.5% | +4.2% | +0.5% |
| 7D | +0.4% | -1.5% | +1.9% | +1.0% |
| 30D | +7.0% | +2.8% | +4.3% | +5.5% |
| 3M | -6.6% | -19.2% | +12.7% | +1.9% |
| 6M | +3.5% | -21.0% | +24.4% | +13.3% |
| YTD | -11.2% | -31.0% | +19.8% | +2.5% |
| 1Y | -10.2% | -21.1% | +10.9% | -2.3% |
| 3Y | +120.0% | +48.8% | +71.3% | +76.9% |
| 5Y | +95.6% | -21.5% | +117.1% | +97.2% |
| 10Y | +468.1% | +298.1% | +170.0% | +228.6% |
| All | +551.5% | +283.8% | +267.6% | +255.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling