-11.2%
AXP vs CTVA
+26.9%
-38.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -1.2% |
| 7D | +0.6% | +2.2% | -1.6% | +0.5% |
| 30D | +5.8% | -17.6% | +23.5% | +6.3% |
| 3M | -6.0% | +3.4% | -9.4% | -6.5% |
| 6M | +0.3% | -2.6% | +2.9% | -0.5% |
| YTD | -12.3% | +19.1% | -31.4% | -22.6% |
| 1Y | -11.2% | +26.8% | -38.0% | -25.5% |
| All | -11.2% | +26.9% | -38.1% | -25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling