+469.1%
AXP vs CNP
+137.5%
+331.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.7% |
| 7D | -2.1% | +1.1% | -3.2% | -2.7% |
| 30D | -6.5% | -1.8% | -4.7% | -5.7% |
| 3M | +4.6% | -4.6% | +9.3% | +6.8% |
| 6M | +5.4% | -8.8% | +14.3% | +9.8% |
| YTD | -11.1% | +5.2% | -16.4% | -14.7% |
| 1Y | -0.3% | +8.3% | -8.6% | -6.0% |
| 3Y | +111.6% | +54.9% | +56.7% | +58.9% |
| 5Y | +117.6% | +73.5% | +44.1% | +50.3% |
| All | +469.1% | +137.5% | +331.6% | +197.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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