+117.0%
AXP vs CCL
+138.8%
-21.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | +0.6% | +3.1% | -2.5% | -0.4% |
| 30D | +5.8% | +13.7% | -7.9% | +1.7% |
| 3M | -6.0% | +3.8% | -9.8% | -7.5% |
| 6M | +0.3% | +9.3% | -9.0% | -3.4% |
| YTD | -12.3% | -1.1% | -11.2% | -13.8% |
| 1Y | -11.2% | +14.6% | -25.8% | -17.4% |
| 3Y | +117.0% | +146.4% | -29.4% | +68.2% |
| All | +117.0% | +138.8% | -21.8% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling