+6,606.2%
AXP vs CPB
+366.5%
+6,239.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.5% |
| 7D | +0.4% | +11.6% | -11.2% | -2.8% |
| 30D | +7.0% | +23.3% | -16.3% | +0.4% |
| 3M | -6.6% | +1.6% | -8.2% | -7.6% |
| 6M | +3.5% | +13.9% | -10.5% | -1.5% |
| YTD | -11.2% | -11.7% | +0.5% | -9.5% |
| 1Y | -10.2% | -18.2% | +8.1% | -6.4% |
| 3Y | +120.0% | -35.2% | +155.2% | +140.6% |
| 5Y | +95.6% | -30.5% | +126.1% | +105.0% |
| 10Y | +468.1% | -37.1% | +505.3% | +474.2% |
| All | +6,606.2% | +366.5% | +6,239.7% | +2,795.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling