+455.5%
AXP vs CP
+259.9%
+195.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -1.9% |
| 7D | +0.4% | +6.1% | -5.7% | -3.3% |
| 30D | +7.0% | +9.8% | -2.7% | +0.8% |
| 3M | -6.6% | +2.7% | -9.3% | -8.5% |
| 6M | +3.5% | +12.8% | -9.3% | -5.0% |
| YTD | -11.2% | +28.2% | -39.3% | -25.7% |
| 1Y | -10.2% | +34.1% | -44.3% | -27.1% |
| 3Y | +120.0% | +28.9% | +91.2% | +78.7% |
| 5Y | +95.6% | +27.1% | +68.5% | +56.4% |
| All | +455.5% | +259.9% | +195.6% | +146.3% |
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