+440.3%
AXP vs CNH
+134.0%
+306.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.9% | -9.9% | -3.8% |
| 7D | -1.1% | +8.6% | -9.7% | -5.0% |
| 30D | +5.2% | +12.6% | -7.3% | -0.8% |
| 3M | -4.6% | +17.5% | -22.1% | -13.4% |
| 6M | +3.2% | +18.1% | -14.9% | -8.1% |
| YTD | -11.3% | +40.4% | -51.7% | -28.8% |
| 1Y | -11.0% | +34.0% | -45.0% | -26.9% |
| 3Y | +120.2% | +35.3% | +84.9% | +71.1% |
| 5Y | +91.7% | -5.1% | +96.8% | +72.2% |
| 10Y | +440.3% | +124.0% | +316.3% | +205.0% |
| All | +440.3% | +134.0% | +306.4% | +205.0% |
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