+440.3%
AXP vs CCJ
+859.4%
-419.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.7% | -4.7% | -0.1% |
| 7D | -1.1% | +2.7% | -3.8% | -1.7% |
| 30D | +5.2% | -14.4% | +19.6% | +8.2% |
| 3M | -4.6% | -22.6% | +18.0% | -0.3% |
| 6M | +3.2% | -35.4% | +38.7% | +11.1% |
| YTD | -11.3% | -17.6% | +6.3% | -10.1% |
| 1Y | -11.0% | -18.1% | +7.1% | -9.8% |
| 3Y | +120.2% | +79.6% | +40.6% | +80.2% |
| 5Y | +91.7% | +175.3% | -83.5% | +38.0% |
| 10Y | +440.3% | +844.8% | -404.5% | +155.9% |
| All | +440.3% | +859.4% | -419.1% | +155.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling