+823.7%
AXP vs CNQ
+5,523.4%
-4,699.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.6% |
| 7D | -2.5% | -0.9% | -1.6% | -2.2% |
| 30D | -5.0% | +8.7% | -13.7% | -7.8% |
| 3M | +1.4% | +15.8% | -14.5% | -4.4% |
| 6M | +6.0% | +13.3% | -7.3% | -0.2% |
| YTD | -12.3% | +54.7% | -67.0% | -26.3% |
| 1Y | +0.3% | +69.5% | -69.3% | -18.7% |
| 3Y | +111.7% | +77.3% | +34.3% | +65.5% |
| 5Y | +114.5% | +290.3% | -175.8% | +23.8% |
| 10Y | +467.1% | +429.3% | +37.8% | +160.8% |
| All | +823.7% | +5,523.4% | -4,699.8% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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