+105.0%
AXP vs CP
+26.7%
+78.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.3% | +0.4% |
| 7D | +4.6% | +5.6% | -1.0% | +1.7% |
| 30D | +9.7% | +10.0% | -0.3% | +4.3% |
| 3M | -3.8% | +4.4% | -8.2% | -6.1% |
| 6M | +4.8% | +14.1% | -9.3% | -3.0% |
| YTD | -9.1% | +29.1% | -38.1% | -22.1% |
| 1Y | -6.7% | +34.6% | -41.3% | -22.0% |
| 3Y | +125.2% | +29.8% | +95.4% | +87.7% |
| 5Y | +105.0% | +28.7% | +76.3% | +70.5% |
| All | +105.0% | +26.7% | +78.3% | +70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling