+116.5%
AXP vs CTVA
+92.4%
+24.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -2.9% | -1.0% | -1.9% | -2.6% |
| 30D | +3.7% | -8.7% | +12.4% | +6.0% |
| 3M | -4.9% | +6.4% | -11.3% | -7.5% |
| 6M | +4.1% | -1.9% | +5.9% | +2.9% |
| YTD | -11.7% | +21.5% | -33.2% | -19.9% |
| 1Y | -11.7% | +24.3% | -36.0% | -20.6% |
| All | +116.5% | +92.4% | +24.2% | +76.2% |
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