+407.0%
AXP vs CHRW
+128.6%
+278.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.1% | +7.3% | -7.4% | -2.1% |
| 30D | +4.4% | -3.6% | +8.0% | +5.1% |
| 3M | -6.4% | -9.6% | +3.2% | -4.5% |
| 6M | +4.2% | -17.0% | +21.2% | +7.5% |
| YTD | -12.4% | -15.4% | +3.1% | -11.2% |
| 1Y | -11.1% | -10.0% | -1.1% | -11.8% |
| 3Y | +114.9% | +82.2% | +32.7% | +61.4% |
| 5Y | +87.4% | +59.4% | +28.1% | +43.4% |
| All | +407.0% | +128.6% | +278.4% | +219.1% |
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