+86.1%
AXP vs CCJ
+159.0%
-72.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.1% |
| 7D | -0.1% | -0.8% | +0.7% | 0.0% |
| 30D | +4.4% | -13.2% | +17.6% | +7.1% |
| 3M | -6.4% | -27.6% | +21.2% | -0.8% |
| 6M | +4.2% | -38.7% | +42.9% | +13.5% |
| YTD | -12.4% | -22.7% | +10.3% | -10.3% |
| 1Y | -11.1% | -17.6% | +6.5% | -10.4% |
| 3Y | +114.9% | +62.7% | +52.2% | +72.8% |
| All | +86.1% | +159.0% | -72.8% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling