+86.1%
AXP vs CCL
+32.6%
+53.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.6% |
| 3M | -6.4% | +3.4% | -9.8% | -7.9% |
| 6M | +4.2% | +18.7% | -14.6% | -2.2% |
| YTD | -12.4% | -2.3% | -10.1% | -13.8% |
| 1Y | -11.1% | +14.2% | -25.3% | -17.0% |
| 3Y | +114.9% | +133.6% | -18.7% | +57.9% |
| All | +86.1% | +32.6% | +53.5% | +60.6% |
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