+86.1%
AXP vs CTVA
+34.7%
+51.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | 0.0% |
| 7D | -0.1% | -20.8% | +20.6% | +6.0% |
| 30D | +4.4% | -29.6% | +34.1% | +15.3% |
| 3M | -6.4% | -16.9% | +10.5% | -3.9% |
| 6M | +4.2% | -24.3% | +28.4% | +10.0% |
| YTD | -12.4% | -5.6% | -6.8% | -16.7% |
| 1Y | -11.1% | -4.2% | -6.9% | -16.1% |
| 3Y | +114.9% | +43.3% | +71.6% | +65.4% |
| All | +86.1% | +34.7% | +51.4% | +34.8% |
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 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