-12.3%
AXP vs COF
-9.1%
-3.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.8% | -0.5% |
| 7D | -2.9% | -4.5% | +1.6% | 0.0% |
| 30D | +3.7% | -2.0% | +5.7% | +5.0% |
| 3M | -4.9% | -9.7% | +4.8% | +1.3% |
| 6M | +4.1% | +8.0% | -3.9% | -1.6% |
| YTD | -11.7% | -17.7% | +6.0% | -1.1% |
| All | -12.3% | -9.1% | -3.3% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling