+448.7%
AXP vs CCL
-30.2%
+478.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | +0.6% | +3.1% | -2.5% | -0.5% |
| 30D | +5.8% | +13.7% | -7.9% | +1.2% |
| 3M | -6.0% | +3.8% | -9.8% | -7.9% |
| 6M | +0.3% | +9.3% | -9.0% | -4.1% |
| YTD | -12.3% | -1.1% | -11.2% | -14.4% |
| 1Y | -11.2% | +14.6% | -25.8% | -18.0% |
| 3Y | +117.0% | +146.4% | -29.4% | +48.1% |
| 5Y | +93.2% | +21.9% | +71.3% | +51.9% |
| All | +448.7% | -30.2% | +478.9% | +328.1% |
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