+117.0%
AXP vs CTVA
+63.2%
+53.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -0.9% |
| 7D | +0.6% | +2.2% | -1.6% | +0.1% |
| 30D | +5.8% | -17.6% | +23.5% | +10.7% |
| 3M | -6.0% | +3.4% | -9.4% | -7.8% |
| 6M | +0.3% | -2.6% | +2.9% | -0.7% |
| YTD | -12.3% | +19.1% | -31.4% | -19.6% |
| 1Y | -11.2% | +26.8% | -38.0% | -20.5% |
| 3Y | +117.0% | +63.9% | +53.2% | +83.2% |
| All | +117.0% | +63.2% | +53.8% | +83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling