+111.1%
AXP vs CNC
+9.2%
+101.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.0% |
| 7D | -2.1% | +3.5% | -5.6% | -2.3% |
| 30D | -6.5% | +0.1% | -6.6% | -6.6% |
| 3M | +4.6% | +6.9% | -2.3% | +4.3% |
| 6M | +5.4% | +49.0% | -43.6% | +3.8% |
| YTD | -11.1% | +62.9% | -74.0% | -12.9% |
| 1Y | -0.3% | +134.0% | -134.3% | -3.9% |
| All | +111.1% | +9.2% | +101.9% | +110.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling