+2,972.8%
AXP vs CNI
+6,614.8%
-3,642.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | 0.0% |
| 7D | +0.6% | +0.3% | +0.3% | +0.4% |
| 30D | +5.8% | +7.2% | -1.4% | +1.1% |
| 3M | -6.0% | -1.3% | -4.7% | -5.4% |
| 6M | +0.3% | +11.8% | -11.5% | -7.3% |
| YTD | -12.3% | +27.7% | -39.9% | -26.6% |
| 1Y | -11.2% | +33.5% | -44.7% | -28.0% |
| 3Y | +117.0% | +19.3% | +97.7% | +87.1% |
| 5Y | +93.2% | +3.1% | +90.1% | +81.6% |
| 10Y | +461.2% | +141.2% | +320.0% | +202.0% |
| All | +2,972.8% | +6,614.8% | -3,642.0% | +182.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling