+5.6%
CDE vs AXP
-6.4%
+12.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.2% | +6.5% | +7.1% |
| 7D | +1.1% | +4.6% | -3.5% | -2.1% |
| 30D | -14.5% | +9.7% | -24.2% | -20.0% |
| 3M | -10.1% | -3.8% | -6.3% | -7.4% |
| 6M | -16.9% | +4.8% | -21.7% | -19.2% |
| YTD | -18.1% | -9.1% | -9.0% | -12.6% |
| 1Y | +5.6% | -6.7% | +12.3% | +11.3% |
| All | +5.6% | -6.4% | +12.0% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 1y: compounded portfolio wealth divided by compounded AXP 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…
1y analysis · Full analysis span regression · 6 months rolling