+403.0%
AXP vs COF
+183.0%
+220.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.3% |
| 7D | -2.1% | -5.0% | +2.9% | +1.4% |
| 30D | +2.7% | -2.3% | +4.9% | +4.2% |
| 3M | -7.3% | -12.7% | +5.4% | +1.5% |
| 6M | +1.8% | +6.2% | -4.4% | -2.9% |
| YTD | -13.1% | -19.2% | +6.1% | -0.7% |
| 1Y | -13.7% | -11.5% | -2.2% | -7.5% |
| 3Y | +113.1% | +92.8% | +20.3% | +29.7% |
| 5Y | +85.9% | +34.3% | +51.6% | +40.3% |
| All | +403.0% | +183.0% | +220.0% | +108.1% |
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