+117.0%
AXP vs CTVA
+107.7%
+9.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.8% |
| 7D | -2.1% | +4.9% | -7.1% | -4.0% |
| 30D | -6.5% | +11.9% | -18.5% | -10.6% |
| 3M | +4.6% | +13.7% | -9.0% | -1.5% |
| 6M | +5.4% | +13.1% | -7.7% | -1.1% |
| YTD | -11.1% | +32.0% | -43.1% | -22.2% |
| 1Y | -0.3% | +22.1% | -22.4% | -10.2% |
| 3Y | +111.6% | +77.5% | +34.1% | +59.8% |
| All | +117.0% | +107.7% | +9.3% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling