+346.1%
COP vs AXP
+474.4%
-128.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.4% |
| 7D | +3.0% | -2.1% | +5.1% | +4.2% |
| 30D | +17.5% | -6.5% | +24.0% | +21.8% |
| 3M | +13.4% | +4.6% | +8.7% | +9.0% |
| 6M | +17.7% | +5.4% | +12.3% | +11.7% |
| YTD | +46.6% | -11.1% | +57.7% | +52.5% |
| 1Y | +44.6% | -0.3% | +44.9% | +39.1% |
| 3Y | +20.7% | +111.6% | -90.9% | -30.7% |
| 5Y | +185.0% | +117.6% | +67.5% | +49.4% |
| All | +346.1% | +474.4% | -128.3% | +44.9% |
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 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