+5.6%
CVS vs AXP
-6.4%
+11.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +2.2% | -14.7% | -12.6% |
| 7D | -11.1% | +4.6% | -15.7% | -11.3% |
| 30D | -7.4% | +9.7% | -17.2% | -8.0% |
| 3M | -22.9% | -3.8% | -19.1% | -22.8% |
| 6M | -1.2% | +4.8% | -6.0% | -1.8% |
| YTD | +3.9% | -9.1% | +12.9% | +4.2% |
| 1Y | +5.6% | -6.7% | +12.3% | +5.5% |
| All | +5.6% | -6.4% | +11.9% | +5.5% |
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