+6,606.2%
AXP vs CI
+8,153.0%
-1,546.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.8% |
| 7D | +0.4% | +1.0% | -0.6% | 0.0% |
| 30D | +7.0% | +9.9% | -2.8% | +3.0% |
| 3M | -6.6% | +12.1% | -18.7% | -11.0% |
| 6M | +3.5% | +10.6% | -7.2% | -1.5% |
| YTD | -11.2% | +11.4% | -22.6% | -16.1% |
| 1Y | -10.2% | +18.8% | -28.9% | -17.4% |
| 3Y | +120.0% | +2.9% | +117.2% | +103.3% |
| 5Y | +95.6% | +54.5% | +41.0% | +49.3% |
| 10Y | +468.1% | +175.7% | +292.4% | +230.0% |
| All | +6,606.2% | +8,153.0% | -1,546.8% | +554.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling