-10.2%
AXP vs CI
+17.9%
-28.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.1% |
| 7D | +0.4% | +1.0% | -0.6% | +0.2% |
| 30D | +7.0% | +9.9% | -2.8% | +5.4% |
| 3M | -6.6% | +12.1% | -18.7% | -8.2% |
| 6M | +3.5% | +10.6% | -7.2% | +0.8% |
| YTD | -11.2% | +11.4% | -22.6% | -13.7% |
| 1Y | -10.2% | +18.8% | -28.9% | -14.3% |
| All | -10.2% | +17.9% | -28.1% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling