+89.6%
AXP vs CP
+24.4%
+65.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.3% |
| 7D | +0.6% | +2.8% | -2.2% | -0.8% |
| 30D | +5.8% | +10.2% | -4.4% | +0.6% |
| 3M | -6.0% | +2.4% | -8.4% | -7.4% |
| 6M | +0.3% | +7.7% | -7.4% | -4.2% |
| YTD | -12.3% | +26.0% | -38.2% | -23.9% |
| 1Y | -11.2% | +34.6% | -45.9% | -25.9% |
| 3Y | +117.0% | +26.7% | +90.3% | +83.2% |
| All | +89.6% | +24.4% | +65.2% | +59.8% |
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