+120.2%
AXP vs CCJ
+85.2%
+35.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.7% | -4.7% | +0.2% |
| 7D | -1.1% | +2.7% | -3.8% | -1.5% |
| 30D | +5.2% | -14.4% | +19.6% | +7.5% |
| 3M | -4.6% | -22.6% | +18.0% | -1.3% |
| 6M | +3.2% | -35.4% | +38.7% | +9.3% |
| YTD | -11.3% | -17.6% | +6.3% | -10.5% |
| 1Y | -11.0% | -18.1% | +7.1% | -10.2% |
| 3Y | +120.2% | +79.6% | +40.6% | +81.5% |
| All | +120.2% | +85.2% | +35.0% | +81.5% |
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