-11.2%
AXP vs CI
+15.7%
-26.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.7% |
| 7D | +0.6% | -1.6% | +2.1% | +0.9% |
| 30D | +5.8% | +5.4% | +0.4% | +5.0% |
| 3M | -6.0% | +7.3% | -13.3% | -7.0% |
| 6M | +0.3% | +5.3% | -5.0% | -1.3% |
| YTD | -12.3% | +8.5% | -20.7% | -14.4% |
| 1Y | -11.2% | +17.1% | -28.4% | -15.2% |
| All | -11.2% | +15.7% | -26.9% | -15.2% |
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