+469.1%
AXP vs CCI
+18.9%
+450.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.7% | -0.5% |
| 7D | -2.1% | -0.4% | -1.7% | -2.0% |
| 30D | -6.5% | +2.7% | -9.2% | -7.4% |
| 3M | +4.6% | -18.2% | +22.9% | +10.8% |
| 6M | +5.4% | -14.8% | +20.2% | +9.8% |
| YTD | -11.1% | -12.6% | +1.5% | -8.7% |
| 1Y | -0.3% | -16.7% | +16.4% | +3.9% |
| 3Y | +111.6% | -10.5% | +122.1% | +106.6% |
| 5Y | +117.6% | -51.4% | +169.0% | +170.1% |
| All | +469.1% | +18.9% | +450.3% | +490.8% |
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