+126.1%
CVX vs AXP
+91.8%
+34.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -6.2% | -0.6% | -5.6% | -6.1% |
| 30D | -0.4% | +5.0% | -5.3% | -1.6% |
| 3M | +9.3% | -4.2% | +13.6% | +10.2% |
| 6M | +18.4% | +2.9% | +15.4% | +16.7% |
| YTD | +42.5% | -11.6% | +54.0% | +45.6% |
| 1Y | +41.0% | -11.1% | +52.1% | +43.7% |
| 3Y | +67.5% | +116.7% | -49.2% | +31.0% |
| 5Y | +126.1% | +89.6% | +36.5% | +75.6% |
| All | +126.1% | +91.8% | +34.3% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling