+95.6%
AXP vs CNP
+69.8%
+25.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -1.5% |
| 7D | +0.4% | -5.3% | +5.7% | +2.0% |
| 30D | +7.0% | +3.7% | +3.4% | +5.7% |
| 3M | -6.6% | -1.1% | -5.5% | -6.5% |
| 6M | +3.5% | -7.1% | +10.6% | +5.5% |
| YTD | -11.2% | +6.0% | -17.2% | -14.1% |
| 1Y | -10.2% | +5.2% | -15.4% | -13.0% |
| 3Y | +120.0% | +57.5% | +62.5% | +75.7% |
| 5Y | +95.6% | +70.0% | +25.5% | +41.0% |
| All | +95.6% | +69.8% | +25.8% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling