+469.1%
AXP vs CNH
+162.8%
+306.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.2% | -3.0% |
| 7D | -2.1% | +23.3% | -25.4% | -11.5% |
| 30D | -6.5% | +33.5% | -40.0% | -19.0% |
| 3M | +4.6% | +32.7% | -28.1% | -10.0% |
| 6M | +5.4% | +22.2% | -16.8% | -7.0% |
| YTD | -11.1% | +57.7% | -68.8% | -31.4% |
| 1Y | -0.3% | +28.0% | -28.3% | -15.0% |
| 3Y | +111.6% | +11.5% | +100.0% | +85.3% |
| 5Y | +117.6% | +11.9% | +105.7% | +82.4% |
| All | +469.1% | +162.8% | +306.4% | +193.1% |
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