+3,396.1%
AXP vs CCJ
+1,091.6%
+2,304.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.6% | -2.2% |
| 7D | +0.6% | -7.3% | +7.9% | +2.3% |
| 30D | +5.8% | -20.0% | +25.8% | +11.2% |
| 3M | -6.0% | -23.8% | +17.8% | -0.5% |
| 6M | +0.3% | -42.4% | +42.7% | +12.7% |
| YTD | -12.3% | -22.1% | +9.8% | -9.6% |
| 1Y | -11.2% | -20.8% | +9.6% | -9.1% |
| 3Y | +117.0% | +75.7% | +41.3% | +73.0% |
| 5Y | +93.2% | +167.4% | -74.3% | +32.9% |
| 10Y | +461.2% | +826.3% | -365.2% | +149.5% |
| All | +3,396.1% | +1,091.6% | +2,304.5% | +1,313.4% |
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