-6.7%
AXP vs CCJ
-26.2%
+19.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.3% |
| 7D | +4.6% | -14.5% | +19.1% | +6.6% |
| 30D | +9.7% | -18.1% | +27.8% | +12.3% |
| 3M | -3.8% | -23.0% | +19.2% | -0.9% |
| 6M | +4.8% | -39.4% | +44.2% | +10.9% |
| YTD | -9.1% | -21.7% | +12.6% | -9.5% |
| 1Y | -6.7% | -25.9% | +19.2% | -6.2% |
| All | -6.7% | -26.2% | +19.5% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 1y: compounded portfolio wealth divided by compounded CCJ 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…
1y analysis · Full analysis span regression · 6 months rolling