+91.7%
AXP vs CPB
-31.8%
+123.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | -1.1% | +3.3% | -4.4% | -1.4% |
| 30D | +5.2% | +19.0% | -13.8% | +4.0% |
| 3M | -4.6% | +0.4% | -5.0% | -4.7% |
| 6M | +3.2% | +13.0% | -9.8% | +2.3% |
| YTD | -11.3% | -12.7% | +1.4% | -10.9% |
| 1Y | -11.0% | -20.9% | +9.9% | -9.8% |
| 3Y | +120.2% | -35.4% | +155.6% | +125.4% |
| 5Y | +91.7% | -32.3% | +124.0% | +88.7% |
| All | +91.7% | -31.8% | +123.5% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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