+407.0%
AXP vs CCI
+67.9%
+339.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.4% |
| 7D | -0.1% | +2.5% | -2.6% | -0.9% |
| 30D | +4.4% | +14.4% | -10.0% | +0.1% |
| 3M | -6.4% | +21.7% | -28.1% | -12.4% |
| 6M | +4.2% | +4.0% | +0.1% | +1.9% |
| YTD | -12.4% | +6.2% | -18.6% | -15.6% |
| 1Y | -11.1% | +5.4% | -16.5% | -14.2% |
| 3Y | +114.9% | +11.7% | +103.1% | +94.6% |
| 5Y | +87.4% | -35.6% | +123.0% | +111.2% |
| All | +407.0% | +67.9% | +339.1% | +390.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 10y: compounded portfolio wealth divided by compounded CCI 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…
10y analysis · Full analysis span regression · 6 months rolling