+95.6%
AXP vs CNH
-17.9%
+113.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -1.0% |
| 7D | +0.4% | -0.4% | +0.7% | +0.5% |
| 30D | +7.0% | -15.2% | +22.3% | +12.8% |
| 3M | -6.6% | +4.3% | -10.9% | -9.5% |
| 6M | +3.5% | +10.1% | -6.6% | -3.1% |
| YTD | -11.2% | +23.2% | -34.4% | -21.8% |
| 1Y | -10.2% | +8.5% | -18.6% | -16.7% |
| 3Y | +120.0% | +4.1% | +116.0% | +100.1% |
| 5Y | +95.6% | -17.8% | +113.4% | +87.9% |
| All | +95.6% | -17.9% | +113.5% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling