+117.0%
AXP vs CCJ
+69.7%
+47.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.6% | -1.9% |
| 7D | +0.6% | -7.3% | +7.9% | +1.6% |
| 30D | +5.8% | -20.0% | +25.8% | +9.2% |
| 3M | -6.0% | -23.8% | +17.8% | -2.6% |
| 6M | +0.3% | -42.4% | +42.7% | +8.0% |
| YTD | -12.3% | -22.1% | +9.8% | -10.7% |
| 1Y | -11.2% | -20.8% | +9.6% | -10.0% |
| 3Y | +117.0% | +75.7% | +41.3% | +82.9% |
| All | +117.0% | +69.7% | +47.3% | +82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling