+118.4%
CDE vs AXP
+91.7%
+26.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +7.0% | +6.4% |
| 7D | +18.1% | +0.6% | +17.5% | +17.7% |
| 30D | -6.2% | +5.8% | -12.1% | -9.1% |
| 3M | -1.2% | -6.0% | +4.9% | +2.1% |
| 6M | -17.4% | +0.3% | -17.7% | -17.3% |
| YTD | -13.1% | -12.3% | -0.9% | -7.3% |
| 1Y | +7.3% | -11.2% | +18.5% | +14.0% |
| 3Y | +522.0% | +117.0% | +405.0% | +293.3% |
| All | +118.4% | +91.7% | +26.8% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling