+55.1%
CDE vs AXP
+414.5%
-359.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.3% | -4.2% |
| 7D | -2.3% | -2.1% | -0.1% | -1.3% |
| 30D | -12.1% | +2.7% | -14.7% | -13.0% |
| 3M | -23.9% | -7.3% | -16.7% | -21.4% |
| 6M | -29.0% | +1.8% | -30.8% | -29.3% |
| YTD | -19.7% | -13.1% | -6.6% | -14.8% |
| 1Y | -8.4% | -13.7% | +5.3% | -2.4% |
| 3Y | +578.5% | +113.1% | +465.4% | +384.3% |
| 5Y | +100.2% | +85.9% | +14.3% | +47.7% |
| All | +55.1% | +414.5% | -359.4% | +2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling