-89.4%
CDE vs AXP
+6,658.5%
-6,747.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.6% |
| 7D | +0.5% | -2.1% | +2.6% | +1.1% |
| 30D | +21.9% | -6.5% | +28.4% | +24.0% |
| 3M | +14.9% | +4.6% | +10.3% | +13.9% |
| 6M | -10.5% | +5.4% | -15.9% | -11.4% |
| YTD | +19.3% | -11.1% | +30.4% | +22.9% |
| 1Y | +50.8% | -0.3% | +51.1% | +50.5% |
| 3Y | +782.3% | +111.6% | +670.7% | +633.7% |
| 5Y | +191.7% | +117.6% | +74.1% | +139.7% |
| 10Y | +57.6% | +474.1% | -416.5% | +3.1% |
| All | -89.4% | +6,658.5% | -6,747.8% | -93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling