+440.3%
AXP vs COF
+219.2%
+221.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.7% | +2.1% |
| 7D | -1.1% | -5.8% | +4.7% | +3.0% |
| 30D | +5.2% | -0.3% | +5.6% | +5.4% |
| 3M | -4.6% | -8.5% | +3.9% | +1.2% |
| 6M | +3.2% | +5.6% | -2.4% | -1.2% |
| YTD | -11.3% | -17.1% | +5.8% | -0.5% |
| 1Y | -11.0% | -7.4% | -3.6% | -7.5% |
| 3Y | +120.2% | +99.1% | +21.1% | +31.1% |
| 5Y | +91.7% | +39.5% | +52.2% | +40.9% |
| 10Y | +440.3% | +208.1% | +232.2% | +109.2% |
| All | +440.3% | +219.2% | +221.1% | +109.2% |
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