-8.4%
CDE vs AXP
-13.3%
+4.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.3% | -3.7% |
| 7D | -2.3% | -2.1% | -0.1% | -0.7% |
| 30D | -12.1% | +2.7% | -14.7% | -13.6% |
| 3M | -23.9% | -7.3% | -16.7% | -19.7% |
| 6M | -29.0% | +1.8% | -30.8% | -29.3% |
| YTD | -19.7% | -13.1% | -6.6% | -11.5% |
| 1Y | -8.4% | -13.7% | +5.3% | +1.9% |
| All | -8.4% | -13.3% | +4.9% | +1.9% |
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