+428.4%
AXP vs CCL
-28.6%
+457.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | -0.6% | +5.8% | -6.4% | -2.6% |
| 30D | +5.0% | +17.3% | -12.3% | -0.6% |
| 3M | -4.2% | +11.3% | -15.6% | -8.3% |
| 6M | +2.9% | +18.5% | -15.5% | -4.2% |
| YTD | -11.6% | +2.8% | -14.4% | -14.9% |
| 1Y | -11.1% | +16.7% | -27.8% | -18.4% |
| 3Y | +116.7% | +146.0% | -29.3% | +48.1% |
| 5Y | +89.6% | +33.6% | +56.0% | +44.4% |
| 10Y | +428.4% | -29.4% | +457.8% | +303.4% |
| All | +428.4% | -28.6% | +457.0% | +303.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 10y: compounded portfolio wealth divided by compounded CCL 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…
10y analysis · Full analysis span regression · 6 months rolling