+4,683.6%
CVX vs AXP
+6,658.5%
-1,974.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.9% |
| 7D | +3.3% | -2.1% | +5.5% | +4.0% |
| 30D | +12.9% | -6.5% | +19.4% | +15.1% |
| 3M | +11.7% | +4.6% | +7.1% | +9.6% |
| 6M | +14.1% | +5.4% | +8.7% | +11.3% |
| YTD | +40.7% | -11.1% | +51.8% | +43.9% |
| 1Y | +37.5% | -0.3% | +37.8% | +35.3% |
| 3Y | +43.9% | +111.6% | -67.6% | +10.2% |
| 5Y | +161.5% | +117.6% | +43.9% | +93.5% |
| 10Y | +215.1% | +474.1% | -259.0% | +77.9% |
| All | +4,683.6% | +6,658.5% | -1,974.8% | +1,745.5% |
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