+469.1%
AXP vs CI
+145.0%
+324.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.6% |
| 7D | -2.1% | +1.3% | -3.4% | -2.7% |
| 30D | -6.5% | +4.4% | -11.0% | -8.2% |
| 3M | +4.6% | +0.7% | +4.0% | +3.8% |
| 6M | +5.4% | +0.3% | +5.1% | +4.2% |
| YTD | -11.1% | +3.8% | -14.9% | -13.6% |
| 1Y | -0.3% | -5.5% | +5.2% | -0.6% |
| 3Y | +111.6% | +8.1% | +103.5% | +88.0% |
| 5Y | +117.6% | +42.8% | +74.8% | +61.6% |
| All | +469.1% | +145.0% | +324.1% | +235.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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