-13.7%
AXP vs CNH
+21.1%
-34.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -1.1% |
| 7D | -2.1% | +6.4% | -8.5% | -2.9% |
| 30D | +2.7% | -1.6% | +4.3% | +2.8% |
| 3M | -7.3% | +11.6% | -18.8% | -9.3% |
| 6M | +1.8% | +12.5% | -10.7% | -0.9% |
| YTD | -13.1% | +31.1% | -44.1% | -23.9% |
| 1Y | -13.7% | +17.0% | -30.7% | -19.1% |
| All | -13.7% | +21.1% | -34.8% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling