+1,491.5%
AXP vs CNC
+5,764.6%
-4,273.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.0% | +4.7% | +0.1% |
| 7D | +0.6% | +1.9% | -1.3% | 0.0% |
| 30D | +5.8% | +7.3% | -1.5% | +3.9% |
| 3M | -6.0% | +8.6% | -14.6% | -8.1% |
| 6M | +0.3% | +26.0% | -25.7% | -5.6% |
| YTD | -12.3% | +69.5% | -81.7% | -24.1% |
| 1Y | -11.2% | +88.0% | -99.2% | -25.3% |
| 3Y | +117.0% | -2.9% | +120.0% | +101.1% |
| 5Y | +93.2% | -6.0% | +99.1% | +78.0% |
| 10Y | +461.2% | +126.4% | +334.8% | +306.6% |
| All | +1,491.5% | +5,764.6% | -4,273.1% | +410.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling