+5.4%
AXP vs CNC
+51.8%
-46.4%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +4.4% |
| 6M | +5.4% | +49.0% | -43.6% | +5.9% |
| All | +5.4% | +51.8% | -46.4% | +5.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling