+6,763.5%
AXP vs CP
+7,925.2%
-1,161.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.3% | +0.4% |
| 7D | +4.6% | +5.6% | -1.0% | +1.8% |
| 30D | +9.7% | +10.0% | -0.3% | +4.5% |
| 3M | -3.8% | +4.4% | -8.2% | -6.1% |
| 6M | +4.8% | +14.1% | -9.3% | -2.6% |
| YTD | -9.1% | +29.1% | -38.1% | -21.1% |
| 1Y | -6.7% | +34.6% | -41.3% | -20.7% |
| 3Y | +125.2% | +29.8% | +95.4% | +92.5% |
| 5Y | +105.0% | +28.7% | +76.3% | +74.2% |
| 10Y | +481.5% | +267.3% | +214.1% | +195.1% |
| All | +6,763.5% | +7,925.2% | -1,161.8% | +719.4% |
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