+455.5%
AXP vs CVE
+137.5%
+318.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.5% | -1.6% |
| 7D | +0.4% | -14.1% | +14.5% | +4.1% |
| 30D | +7.0% | -11.6% | +18.7% | +10.0% |
| 3M | -6.6% | 0.0% | -6.6% | -7.3% |
| 6M | +3.5% | -8.4% | +11.8% | +4.1% |
| YTD | -11.2% | +65.9% | -77.1% | -24.9% |
| 1Y | -10.2% | +69.4% | -79.6% | -24.6% |
| 3Y | +120.0% | +55.9% | +64.1% | +84.5% |
| 5Y | +95.6% | +146.2% | -50.6% | +38.0% |
| All | +455.5% | +137.5% | +318.0% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling