+469.1%
AXP vs CHRW
+160.8%
+308.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.4% |
| 7D | -2.1% | -1.4% | -0.7% | -1.7% |
| 30D | -6.5% | -3.5% | -3.1% | -5.7% |
| 3M | +4.6% | -19.4% | +24.0% | +10.3% |
| 6M | +5.4% | -21.4% | +26.8% | +11.3% |
| YTD | -11.1% | -7.1% | -4.0% | -11.6% |
| 1Y | -0.3% | +17.8% | -18.1% | -9.1% |
| 3Y | +111.6% | +78.8% | +32.8% | +62.5% |
| 5Y | +117.6% | +83.5% | +34.1% | +59.5% |
| All | +469.1% | +160.8% | +308.3% | +241.5% |
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