+467.1%
AXP vs COF
+248.5%
+218.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.3% |
| 7D | -2.5% | -2.7% | +0.2% | -0.7% |
| 30D | -5.0% | -3.4% | -1.7% | -2.9% |
| 3M | +1.4% | +15.4% | -14.1% | -8.5% |
| 6M | +6.0% | +14.4% | -8.4% | -4.0% |
| YTD | -12.3% | -12.0% | -0.3% | -5.5% |
| 1Y | +0.3% | -3.7% | +4.0% | +1.5% |
| 3Y | +111.7% | +121.1% | -9.4% | +16.6% |
| 5Y | +114.5% | +47.8% | +66.7% | +51.2% |
| 10Y | +467.1% | +250.3% | +216.7% | +94.0% |
| All | +467.1% | +248.5% | +218.5% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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