+448.7%
AXP vs CP
+253.8%
+194.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.2% |
| 7D | +0.6% | +2.8% | -2.2% | -1.1% |
| 30D | +5.8% | +10.2% | -4.4% | -0.5% |
| 3M | -6.0% | +2.4% | -8.4% | -7.7% |
| 6M | +0.3% | +7.7% | -7.4% | -5.2% |
| YTD | -12.3% | +26.0% | -38.2% | -25.8% |
| 1Y | -11.2% | +34.6% | -45.9% | -28.2% |
| 3Y | +117.0% | +26.7% | +90.3% | +78.1% |
| 5Y | +93.2% | +24.9% | +68.3% | +56.1% |
| All | +448.7% | +253.8% | +194.9% | +145.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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