+6,606.2%
AXP vs CP
+7,870.0%
-1,263.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -1.9% |
| 7D | +0.4% | +6.1% | -5.7% | -2.6% |
| 30D | +7.0% | +9.8% | -2.7% | +2.1% |
| 3M | -6.6% | +2.7% | -9.3% | -8.1% |
| 6M | +3.5% | +12.8% | -9.3% | -3.2% |
| YTD | -11.2% | +28.2% | -39.3% | -22.6% |
| 1Y | -10.2% | +34.1% | -44.3% | -23.6% |
| 3Y | +120.0% | +28.9% | +91.2% | +88.7% |
| 5Y | +95.6% | +27.1% | +68.5% | +67.2% |
| 10Y | +468.1% | +264.8% | +203.3% | +189.4% |
| All | +6,606.2% | +7,870.0% | -1,263.8% | +703.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling