+4.8%
AXP vs CVE
-3.1%
+7.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.6% | +9.8% | +0.6% |
| 7D | +4.6% | -12.1% | +16.7% | +2.1% |
| 30D | +9.7% | -9.8% | +19.5% | +7.7% |
| 3M | -3.8% | -0.7% | -3.1% | -2.8% |
| 6M | +4.8% | -4.3% | +9.1% | +7.4% |
| All | +4.8% | -3.1% | +7.9% | +7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling