+1,652.2%
CVS vs AXP
+6,571.9%
-4,919.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.4% |
| 7D | -7.1% | +0.6% | -7.7% | -7.4% |
| 30D | -4.0% | +5.8% | -9.8% | -5.7% |
| 3M | -12.2% | -6.0% | -6.2% | -10.9% |
| 6M | -2.2% | +0.3% | -2.5% | -2.8% |
| YTD | +8.9% | -12.3% | +21.2% | +11.7% |
| 1Y | +9.9% | -11.2% | +21.1% | +12.2% |
| 3Y | +32.1% | +117.0% | -84.9% | +3.5% |
| 5Y | +5.7% | +93.2% | -87.5% | -16.2% |
| 10Y | +39.0% | +461.2% | -422.2% | -21.1% |
| All | +1,652.2% | +6,571.9% | -4,919.7% | +352.8% |
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 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