+424.9%
AXP vs CHRW
+131.8%
+293.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -1.1% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | +3.7% | -4.3% | +8.0% | +4.6% |
| 3M | -4.9% | -7.4% | +2.5% | -3.7% |
| 6M | +4.1% | -20.7% | +24.8% | +8.9% |
| YTD | -11.7% | -15.9% | +4.2% | -10.4% |
| 1Y | -11.7% | -9.9% | -1.8% | -12.4% |
| 3Y | +116.5% | +79.0% | +37.5% | +63.6% |
| 5Y | +89.5% | +61.3% | +28.2% | +44.1% |
| 10Y | +424.9% | +128.5% | +296.4% | +232.3% |
| All | +424.9% | +131.8% | +293.1% | +232.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling