+119.7%
AXP vs CVE
+54.6%
+65.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.5% | -1.8% |
| 7D | +0.4% | -14.1% | +14.5% | +2.7% |
| 30D | +7.0% | -11.6% | +18.7% | +8.8% |
| 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% | -25.2% |
| 1Y | -10.2% | +69.4% | -79.6% | -25.0% |
| All | +119.7% | +54.6% | +65.1% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling