-11.2%
AXP vs CCJ
-24.3%
+13.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.6% | -1.8% |
| 7D | +0.6% | -7.3% | +7.9% | +1.5% |
| 30D | +5.8% | -20.0% | +25.8% | +8.8% |
| 3M | -6.0% | -23.8% | +17.8% | -3.0% |
| 6M | +0.3% | -42.4% | +42.7% | +7.2% |
| YTD | -12.3% | -22.1% | +9.8% | -13.2% |
| 1Y | -11.2% | -20.8% | +9.6% | -12.7% |
| All | -11.2% | -24.3% | +13.0% | -12.7% |
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