+89.6%
AXP vs CHRW
+49.0%
+40.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.8% |
| 7D | +0.6% | +0.6% | 0.0% | +0.5% |
| 30D | +5.8% | -7.3% | +13.1% | +7.1% |
| 3M | -6.0% | -14.2% | +8.2% | -3.8% |
| 6M | +0.3% | -25.1% | +25.4% | +4.7% |
| YTD | -12.3% | -21.2% | +8.9% | -10.1% |
| 1Y | -11.2% | -14.2% | +2.9% | -10.8% |
| 3Y | +117.0% | +63.5% | +53.5% | +83.3% |
| All | +89.6% | +49.0% | +40.6% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling