+448.7%
AXP vs CCI
+51.9%
+396.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.5% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | +5.8% | +28.4% | -22.6% | -2.4% |
| 3M | -6.0% | +20.0% | -26.0% | -11.6% |
| 6M | +0.3% | +0.8% | -0.5% | -1.0% |
| YTD | -12.3% | +3.6% | -15.9% | -14.8% |
| 1Y | -11.2% | +6.1% | -17.3% | -14.6% |
| 3Y | +117.0% | +7.2% | +109.8% | +99.7% |
| 5Y | +93.2% | -37.0% | +130.2% | +118.5% |
| All | +448.7% | +51.9% | +396.8% | +443.5% |
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