+86.1%
AXP vs CNC
-5.8%
+92.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.6% |
| 7D | -0.1% | +2.2% | -2.3% | -0.4% |
| 30D | +4.4% | +1.6% | +2.9% | +4.2% |
| 3M | -6.4% | +7.9% | -14.3% | -7.3% |
| 6M | +4.2% | +21.2% | -17.0% | +1.8% |
| YTD | -12.4% | +73.2% | -85.6% | -18.0% |
| 1Y | -11.1% | +97.5% | -108.6% | -18.2% |
| 3Y | +114.9% | -1.2% | +116.1% | +113.2% |
| All | +86.1% | -5.8% | +92.0% | +81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling