+105.0%
AXP vs CVE
+157.6%
-52.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.6% | +9.8% | +3.7% |
| 7D | +4.6% | -12.1% | +16.7% | +7.2% |
| 30D | +9.7% | -9.8% | +19.5% | +11.7% |
| 3M | -3.8% | -0.7% | -3.1% | -4.3% |
| 6M | +4.8% | -4.3% | +9.1% | +4.4% |
| YTD | -9.1% | +70.6% | -79.7% | -22.8% |
| 1Y | -6.7% | +73.2% | -79.9% | -21.3% |
| 3Y | +125.2% | +60.3% | +64.9% | +87.4% |
| 5Y | +105.0% | +159.3% | -54.3% | +37.2% |
| All | +105.0% | +157.6% | -52.6% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling