+162.6%
CVX vs AXP
+118.2%
+44.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.0% |
| 7D | +3.3% | -2.1% | +5.5% | +3.8% |
| 30D | +12.9% | -6.5% | +19.4% | +14.6% |
| 3M | +11.7% | +4.6% | +7.1% | +9.9% |
| 6M | +14.1% | +5.4% | +8.7% | +11.7% |
| YTD | +40.7% | -11.1% | +51.8% | +43.9% |
| 1Y | +37.5% | -0.3% | +37.8% | +35.4% |
| 3Y | +43.9% | +111.6% | -67.6% | +12.7% |
| All | +162.6% | +118.2% | +44.5% | +86.7% |
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 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