+922.1%
AXP vs CVE
+67.4%
+854.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.6% | +9.8% | +4.2% |
| 7D | +4.6% | -12.1% | +16.7% | +7.9% |
| 30D | +9.7% | -9.8% | +19.5% | +12.3% |
| 3M | -3.8% | -0.7% | -3.1% | -4.3% |
| 6M | +4.8% | -4.3% | +9.1% | +4.3% |
| YTD | -9.1% | +70.6% | -79.7% | -23.8% |
| 1Y | -6.7% | +73.2% | -79.9% | -22.3% |
| 3Y | +125.2% | +60.3% | +64.9% | +87.3% |
| 5Y | +105.0% | +159.3% | -54.3% | +42.3% |
| 10Y | +481.5% | +147.4% | +334.0% | +219.5% |
| All | +922.1% | +67.4% | +854.8% | +455.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling