+440.3%
AXP vs CNI
+145.2%
+295.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | -0.8% |
| 7D | -1.1% | +0.3% | -1.4% | -1.4% |
| 30D | +5.2% | +8.0% | -2.8% | -0.5% |
| 3M | -4.6% | +1.0% | -5.6% | -5.5% |
| 6M | +3.2% | +15.2% | -12.0% | -7.5% |
| YTD | -11.3% | +30.9% | -42.2% | -28.9% |
| 1Y | -11.0% | +36.2% | -47.2% | -30.8% |
| 3Y | +120.2% | +22.6% | +97.6% | +81.3% |
| 5Y | +91.7% | +6.4% | +85.3% | +73.9% |
| 10Y | +440.3% | +142.0% | +298.4% | +156.8% |
| All | +440.3% | +145.2% | +295.2% | +156.8% |
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