-10.2%
AXP vs CP
+34.3%
-44.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | +0.4% | +6.1% | -5.7% | -1.1% |
| 30D | +7.0% | +9.8% | -2.7% | +4.5% |
| 3M | -6.6% | +2.7% | -9.3% | -7.3% |
| 6M | +3.5% | +12.8% | -9.3% | -0.4% |
| YTD | -11.2% | +28.2% | -39.3% | -19.7% |
| 1Y | -10.2% | +34.1% | -44.3% | -21.6% |
| All | -10.2% | +34.3% | -44.4% | -21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling