+407.0%
AXP vs CNH
+106.0%
+301.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -0.1% | +3.0% | -3.1% | -1.9% |
| 30D | +4.4% | -0.6% | +5.0% | +4.0% |
| 3M | -6.4% | +14.6% | -21.0% | -14.3% |
| 6M | +4.2% | +11.8% | -7.6% | -5.1% |
| YTD | -12.4% | +30.4% | -42.8% | -27.3% |
| 1Y | -11.1% | +19.1% | -30.2% | -22.9% |
| 3Y | +114.9% | +30.2% | +84.7% | +69.2% |
| 5Y | +87.4% | -17.8% | +105.2% | +81.0% |
| All | +407.0% | +106.0% | +301.0% | +194.9% |
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