+448.7%
AXP vs CNH
+116.5%
+332.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -2.5% |
| 7D | +0.6% | -1.7% | +2.3% | +1.3% |
| 30D | +5.8% | -7.2% | +13.1% | +8.9% |
| 3M | -6.0% | +6.5% | -12.6% | -10.6% |
| 6M | +0.3% | +7.9% | -7.6% | -6.8% |
| YTD | -12.3% | +26.6% | -38.8% | -25.9% |
| 1Y | -11.2% | +13.8% | -25.0% | -21.2% |
| 3Y | +117.0% | +9.2% | +107.8% | +87.1% |
| 5Y | +93.2% | -15.6% | +108.8% | +83.7% |
| All | +448.7% | +116.5% | +332.2% | +213.8% |
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