+448.7%
AXP vs CHRW
+127.5%
+321.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.6% |
| 7D | +0.6% | +0.6% | 0.0% | +0.4% |
| 30D | +5.8% | -7.3% | +13.1% | +7.6% |
| 3M | -6.0% | -14.2% | +8.2% | -2.7% |
| 6M | +0.3% | -25.1% | +25.4% | +6.7% |
| YTD | -12.3% | -21.2% | +8.9% | -9.3% |
| 1Y | -11.2% | -14.2% | +2.9% | -10.8% |
| 3Y | +117.0% | +63.5% | +53.5% | +68.6% |
| 5Y | +93.2% | +49.6% | +43.6% | +50.2% |
| All | +448.7% | +127.5% | +321.2% | +245.2% |
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