+1,858.2%
AXP vs CHRW
+4,173.0%
-2,314.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.5% |
| 7D | -2.1% | -1.4% | -0.7% | -1.6% |
| 30D | -6.5% | -3.5% | -3.1% | -5.4% |
| 3M | +4.6% | -19.4% | +24.0% | +11.8% |
| 6M | +5.4% | -21.4% | +26.8% | +12.8% |
| YTD | -11.1% | -7.1% | -4.0% | -11.6% |
| 1Y | -0.3% | +17.8% | -18.1% | -10.7% |
| 3Y | +111.6% | +78.8% | +32.8% | +54.8% |
| 5Y | +117.6% | +83.5% | +34.1% | +52.4% |
| 10Y | +474.1% | +160.2% | +313.9% | +235.4% |
| All | +1,858.2% | +4,173.0% | -2,314.8% | +329.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling