+67.9%
CVX vs AXP
+116.9%
-49.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -1.7% | -2.9% | +1.2% | -1.2% |
| 30D | -0.8% | +3.7% | -4.5% | -1.6% |
| 3M | +9.4% | -4.9% | +14.3% | +10.3% |
| 6M | +17.5% | +4.1% | +13.5% | +15.6% |
| YTD | +43.8% | -11.7% | +55.5% | +47.5% |
| 1Y | +41.9% | -11.7% | +53.6% | +45.3% |
| All | +67.9% | +116.9% | -49.0% | +23.7% |
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