+117.0%
AXP vs CVE
+317.2%
-200.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.8% |
| 7D | -2.1% | +2.5% | -4.6% | -2.7% |
| 30D | -6.5% | +16.7% | -23.3% | -9.8% |
| 3M | +4.6% | +9.3% | -4.6% | +2.0% |
| 6M | +5.4% | +43.6% | -38.2% | -4.7% |
| YTD | -11.1% | +93.6% | -104.7% | -26.2% |
| 1Y | -0.3% | +98.8% | -99.1% | -18.1% |
| 3Y | +111.6% | +73.6% | +38.0% | +74.1% |
| All | +117.0% | +317.2% | -200.2% | +33.8% |
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