+464.9%
AXP vs CNI
+127.4%
+337.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | +0.6% | +2.5% | -1.9% | -1.2% |
| 30D | -4.3% | -2.5% | -1.8% | -2.7% |
| 3M | +4.7% | +2.7% | +2.0% | +2.2% |
| 6M | +9.0% | +16.9% | -8.0% | -4.0% |
| YTD | -11.1% | +26.3% | -37.5% | -26.5% |
| 1Y | +1.3% | +31.1% | -29.8% | -18.9% |
| 3Y | +114.5% | +21.1% | +93.4% | +78.1% |
| 5Y | +118.0% | +11.0% | +107.0% | +90.1% |
| 10Y | +464.9% | +128.1% | +336.8% | +189.8% |
| All | +464.9% | +127.4% | +337.6% | +189.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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