+39.6%
CDE vs AXP
+465.7%
-426.1%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +2.3% | +0.6% | +1.7% | +2.1% |
| 30D | +18.8% | -4.3% | +23.1% | +21.1% |
| 3M | +23.5% | +4.7% | +18.8% | +21.4% |
| 6M | -8.6% | +9.0% | -17.6% | -11.6% |
| YTD | +16.0% | -11.1% | +27.1% | +21.9% |
| 1Y | +42.1% | +1.3% | +40.8% | +40.3% |
| 3Y | +835.9% | +114.5% | +721.4% | +567.5% |
| 5Y | +197.6% | +118.0% | +79.6% | +107.0% |
| 10Y | +39.6% | +464.9% | -425.4% | -18.8% |
| All | +39.6% | +465.7% | -426.1% | -18.8% |
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