+1,509.8%
AXP vs CCI
+1,123.5%
+386.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.0% |
| 7D | +0.4% | +2.4% | -2.0% | -0.2% |
| 30D | +7.0% | +33.2% | -26.2% | 0.0% |
| 3M | -6.6% | +25.0% | -31.6% | -11.6% |
| 6M | +3.5% | +4.8% | -1.3% | +1.4% |
| YTD | -11.2% | +6.4% | -17.5% | -13.7% |
| 1Y | -10.2% | +6.5% | -16.6% | -12.8% |
| 3Y | +120.0% | +8.6% | +111.4% | +109.1% |
| 5Y | +95.6% | -35.3% | +130.9% | +107.3% |
| 10Y | +468.1% | +58.2% | +409.9% | +392.3% |
| All | +1,509.8% | +1,123.5% | +386.3% | +814.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling