+117.0%
AXP vs CCL
+5.2%
+111.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.1% | -5.0% | +2.9% | -0.6% |
| 30D | -6.5% | -20.3% | +13.8% | -0.1% |
| 3M | +4.6% | -15.1% | +19.8% | +9.4% |
| 6M | +5.4% | -15.1% | +20.5% | +9.0% |
| YTD | -11.1% | -21.8% | +10.7% | -6.1% |
| 1Y | -0.3% | -24.8% | +24.5% | +5.9% |
| 3Y | +111.6% | +51.9% | +59.7% | +76.3% |
| All | +117.0% | +5.2% | +111.8% | +101.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling