+199.2%
AXP vs CTVA
+197.0%
+2.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.7% | +0.2% |
| 7D | -1.1% | +1.6% | -2.7% | -1.8% |
| 30D | +5.2% | -8.5% | +13.8% | +9.5% |
| 3M | -4.6% | +5.3% | -9.9% | -8.6% |
| 6M | +3.2% | -0.1% | +3.3% | +0.3% |
| YTD | -11.3% | +21.2% | -32.6% | -22.8% |
| 1Y | -11.0% | +27.0% | -38.0% | -24.4% |
| 3Y | +120.2% | +87.2% | +32.9% | +46.3% |
| 5Y | +91.7% | +77.9% | +13.8% | +27.6% |
| All | +199.2% | +197.0% | +2.2% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 10y: compounded portfolio wealth divided by compounded CTVA 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…
10y analysis · Full analysis span regression · 6 months rolling