+111.1%
AXP vs CVE
+72.1%
+39.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.9% |
| 7D | -2.1% | +2.5% | -4.6% | -2.6% |
| 30D | -6.5% | +16.7% | -23.3% | -9.3% |
| 3M | +4.6% | +9.3% | -4.6% | +2.7% |
| 6M | +5.4% | +43.6% | -38.2% | -4.2% |
| YTD | -11.1% | +93.6% | -104.7% | -26.3% |
| 1Y | -0.3% | +98.8% | -99.1% | -18.5% |
| All | +111.1% | +72.1% | +39.0% | +65.4% |
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