+428.4%
AXP vs CCJ
+802.9%
-374.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.1% | +0.4% |
| 7D | -0.6% | +0.4% | -1.1% | -0.8% |
| 30D | +5.0% | -17.2% | +22.2% | +8.6% |
| 3M | -4.2% | -25.1% | +20.9% | +0.7% |
| 6M | +2.9% | -37.6% | +40.5% | +11.5% |
| YTD | -11.6% | -20.4% | +8.8% | -9.8% |
| 1Y | -11.1% | -22.5% | +11.4% | -9.0% |
| 3Y | +116.7% | +72.5% | +44.3% | +78.8% |
| 5Y | +89.6% | +179.9% | -90.3% | +36.2% |
| 10Y | +428.4% | +772.6% | -344.2% | +157.9% |
| All | +428.4% | +802.9% | -374.5% | +157.9% |
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