-10.9%
AXP vs CCL
+16.1%
-27.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.1% | 0.0% |
| 7D | -1.1% | +3.1% | -4.2% | -1.9% |
| 30D | +5.2% | +17.5% | -12.3% | +1.2% |
| 3M | -4.6% | +6.8% | -11.4% | -6.1% |
| 6M | +3.2% | +18.7% | -15.5% | -1.3% |
| YTD | -11.3% | +3.0% | -14.4% | -12.0% |
| All | -10.9% | +16.1% | -27.0% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling