+1.6%
AXP vs CNI
+31.1%
-29.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | +0.6% | +2.5% | -1.9% | 0.0% |
| 30D | -4.3% | -2.5% | -1.8% | -3.8% |
| 3M | +4.7% | +2.7% | +2.0% | +3.9% |
| 6M | +9.0% | +16.9% | -8.0% | +3.8% |
| YTD | -11.1% | +26.3% | -37.5% | -18.4% |
| All | +1.6% | +31.1% | -29.5% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling