+424.9%
AXP vs CCL
-29.3%
+454.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -2.9% | -1.5% | -1.3% | -2.4% |
| 30D | +3.7% | +16.5% | -12.7% | -1.6% |
| 3M | -4.9% | +11.2% | -16.1% | -8.9% |
| 6M | +4.1% | +22.6% | -18.5% | -4.2% |
| YTD | -11.7% | +2.6% | -14.3% | -14.9% |
| 1Y | -11.7% | +17.0% | -28.7% | -19.0% |
| 3Y | +116.5% | +145.5% | -29.1% | +48.0% |
| 5Y | +89.5% | +36.1% | +53.4% | +43.3% |
| 10Y | +424.9% | -29.4% | +454.3% | +298.0% |
| All | +424.9% | -29.3% | +454.2% | +298.0% |
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