+428.4%
AXP vs CNP
+143.3%
+285.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.8% |
| 7D | -0.6% | -3.0% | +2.4% | +0.9% |
| 30D | +5.0% | +6.8% | -1.9% | +1.2% |
| 3M | -4.2% | +3.6% | -7.9% | -6.4% |
| 6M | +2.9% | 0.0% | +3.0% | +2.1% |
| YTD | -11.6% | +9.4% | -21.0% | -17.1% |
| 1Y | -11.1% | +6.8% | -17.9% | -15.7% |
| 3Y | +116.7% | +64.2% | +52.6% | +57.1% |
| 5Y | +89.6% | +76.0% | +13.6% | +29.7% |
| 10Y | +428.4% | +143.3% | +285.1% | +180.1% |
| All | +428.4% | +143.3% | +285.1% | +180.1% |
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