+464.9%
AXP vs CNC
+93.1%
+371.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.8% |
| 7D | +0.6% | -1.0% | +1.6% | +0.8% |
| 30D | -4.3% | -1.8% | -2.5% | -4.0% |
| 3M | +4.7% | -0.7% | +5.4% | +4.5% |
| 6M | +9.0% | +47.9% | -39.0% | -2.2% |
| YTD | -11.1% | +56.9% | -68.1% | -21.9% |
| 1Y | +1.3% | +123.9% | -122.6% | -19.8% |
| 3Y | +114.5% | -1.3% | +115.7% | +98.3% |
| 5Y | +118.0% | +2.8% | +115.3% | +93.3% |
| 10Y | +464.9% | +90.9% | +374.0% | +356.2% |
| All | +464.9% | +93.1% | +371.8% | +356.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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