+52.0%
CVS vs AXP
+453.0%
-401.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.6% | +1.4% |
| 7D | -3.7% | -1.1% | -2.6% | -3.5% |
| 30D | -0.3% | +5.2% | -5.6% | -2.1% |
| 3M | -10.3% | -4.6% | -5.7% | -9.3% |
| 6M | -4.6% | +3.2% | -7.8% | -6.1% |
| YTD | +10.7% | -11.3% | +22.1% | +13.5% |
| 1Y | +11.2% | -11.0% | +22.2% | +13.8% |
| 3Y | +43.0% | +120.2% | -77.1% | +6.7% |
| 5Y | +8.6% | +91.7% | -83.1% | -17.3% |
| 10Y | +52.0% | +440.3% | -388.4% | -18.8% |
| All | +52.0% | +453.0% | -401.1% | -18.8% |
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