+448.7%
AXP vs CNP
+138.0%
+310.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -3.0% | -2.1% |
| 7D | +0.6% | -4.2% | +4.8% | +2.8% |
| 30D | +5.8% | +5.5% | +0.3% | +2.7% |
| 3M | -6.0% | +0.6% | -6.6% | -6.7% |
| 6M | +0.3% | -2.8% | +3.1% | +1.0% |
| YTD | -12.3% | +7.9% | -20.1% | -17.1% |
| 1Y | -11.2% | +6.7% | -17.9% | -15.8% |
| 3Y | +117.0% | +61.1% | +55.9% | +59.0% |
| 5Y | +93.2% | +73.0% | +20.2% | +33.5% |
| All | +448.7% | +138.0% | +310.7% | +206.6% |
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