+3,441.5%
AXP vs CCJ
+1,583.6%
+1,857.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.1% | +0.7% | -2.8% | -2.3% |
| 30D | -6.5% | +6.9% | -13.4% | -8.2% |
| 3M | +4.6% | -11.6% | +16.3% | +7.0% |
| 6M | +5.4% | -16.2% | +21.6% | +8.3% |
| YTD | -11.1% | +10.1% | -21.2% | -15.2% |
| 1Y | -0.3% | +32.3% | -32.6% | -10.4% |
| 3Y | +111.6% | +171.3% | -59.7% | +52.4% |
| 5Y | +117.6% | +372.4% | -254.8% | +29.8% |
| 10Y | +474.1% | +1,070.0% | -595.9% | +142.7% |
| All | +3,441.5% | +1,583.6% | +1,857.9% | +1,226.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling