+6,610.0%
AXP vs CP
+7,669.4%
-1,059.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | -2.1% | -2.7% | +0.6% | -0.8% |
| 30D | -6.5% | +0.2% | -6.7% | -6.7% |
| 3M | +4.6% | +2.6% | +2.1% | +2.9% |
| 6M | +5.4% | +6.0% | -0.5% | +1.6% |
| YTD | -11.1% | +24.9% | -36.1% | -21.5% |
| 1Y | -0.3% | +20.1% | -20.4% | -10.3% |
| 3Y | +111.6% | +16.4% | +95.2% | +91.1% |
| 5Y | +117.6% | +31.7% | +85.8% | +82.7% |
| 10Y | +474.1% | +223.9% | +250.3% | +209.0% |
| All | +6,610.0% | +7,669.4% | -1,059.4% | +715.4% |
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