+407.0%
AXP vs CCL
-32.5%
+439.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -0.1% | -1.2% | +1.1% | +0.2% |
| 30D | +4.4% | +13.1% | -8.7% | +0.1% |
| 3M | -6.4% | +3.4% | -9.8% | -8.1% |
| 6M | +4.2% | +18.7% | -14.6% | -3.1% |
| YTD | -12.4% | -2.3% | -10.1% | -14.2% |
| 1Y | -11.1% | +14.2% | -25.3% | -17.9% |
| 3Y | +114.9% | +133.6% | -18.7% | +49.4% |
| 5Y | +87.4% | +33.5% | +53.9% | +42.5% |
| All | +407.0% | -32.5% | +439.5% | +295.7% |
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