+64.0%
CVX vs AXP
+117.6%
-53.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.1% |
| 7D | -9.7% | +0.6% | -10.3% | -9.9% |
| 30D | +3.6% | +5.8% | -2.2% | +2.4% |
| 3M | +13.3% | -6.0% | +19.4% | +14.5% |
| 6M | +16.9% | +0.3% | +16.6% | +16.0% |
| YTD | +43.4% | -12.3% | +55.7% | +47.3% |
| 1Y | +44.5% | -11.2% | +55.7% | +47.6% |
| 3Y | +64.0% | +117.0% | -53.1% | +16.4% |
| All | +64.0% | +117.6% | -53.6% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling