+200.0%
AXP vs CTVA
+223.3%
-23.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.7% |
| 7D | -2.1% | +4.9% | -7.1% | -4.5% |
| 30D | -6.5% | +11.9% | -18.5% | -11.8% |
| 3M | +4.6% | +13.7% | -9.0% | -3.1% |
| 6M | +5.4% | +13.1% | -7.7% | -2.7% |
| YTD | -11.1% | +32.0% | -43.1% | -24.7% |
| 1Y | -0.3% | +22.1% | -22.4% | -12.5% |
| 3Y | +111.6% | +77.5% | +34.1% | +47.5% |
| 5Y | +117.6% | +106.3% | +11.3% | +35.2% |
| All | +200.0% | +223.3% | -23.3% | +28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling