+428.6%
AXP vs CNH
+33.9%
+394.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.3% | +2.2% |
| 7D | +4.6% | +6.5% | -1.8% | +1.9% |
| 30D | +9.7% | -12.0% | +21.7% | +15.0% |
| 3M | -3.8% | +4.4% | -8.1% | -7.1% |
| 6M | +4.8% | +15.7% | -10.9% | -4.6% |
| YTD | -9.1% | +28.2% | -37.3% | -22.0% |
| 1Y | -6.7% | +14.8% | -21.5% | -16.1% |
| 3Y | +125.2% | +8.3% | +116.9% | +99.8% |
| 5Y | +105.0% | -15.2% | +120.2% | +97.4% |
| 10Y | +481.5% | +122.0% | +359.4% | +264.1% |
| All | +428.6% | +33.9% | +394.7% | +257.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling