+469.1%
AXP vs CME
+281.4%
+187.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -2.1% | -1.6% | -0.5% | -1.4% |
| 30D | -6.5% | +6.2% | -12.8% | -9.6% |
| 3M | +4.6% | +10.4% | -5.8% | -1.5% |
| 6M | +5.4% | -9.5% | +15.0% | +9.8% |
| YTD | -11.1% | +6.0% | -17.1% | -15.6% |
| 1Y | -0.3% | +9.3% | -9.6% | -7.2% |
| 3Y | +111.6% | +57.7% | +53.9% | +52.1% |
| 5Y | +117.6% | +77.7% | +39.9% | +41.4% |
| All | +469.1% | +281.4% | +187.8% | +159.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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