+89.6%
AXP vs CTVA
+74.6%
+15.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -0.8% |
| 7D | +0.6% | +2.2% | -1.6% | -0.2% |
| 30D | +5.8% | -17.6% | +23.5% | +12.9% |
| 3M | -6.0% | +3.4% | -9.4% | -8.5% |
| 6M | +0.3% | -2.6% | +2.9% | -1.1% |
| YTD | -12.3% | +19.1% | -31.4% | -21.3% |
| 1Y | -11.2% | +26.8% | -38.0% | -22.6% |
| 3Y | +117.0% | +63.9% | +53.2% | +65.7% |
| All | +89.6% | +74.6% | +15.0% | +24.5% |
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 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