+424.9%
AXP vs CNH
+113.9%
+311.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.9% |
| 7D | -2.9% | +6.7% | -9.5% | -6.0% |
| 30D | +3.7% | +7.2% | -3.5% | -0.2% |
| 3M | -4.9% | +17.5% | -22.4% | -13.8% |
| 6M | +4.1% | +15.0% | -10.9% | -6.3% |
| YTD | -11.7% | +36.8% | -48.5% | -28.3% |
| 1Y | -11.7% | +27.6% | -39.4% | -25.9% |
| 3Y | +116.5% | +34.3% | +82.2% | +68.4% |
| 5Y | +89.5% | -12.2% | +101.7% | +77.4% |
| 10Y | +424.9% | +113.9% | +311.0% | +202.1% |
| All | +424.9% | +113.9% | +311.0% | +202.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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