+403.0%
AXP vs CME
+305.5%
+97.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.4% | -1.5% |
| 7D | -2.1% | +2.7% | -4.8% | -3.5% |
| 30D | +2.7% | +13.5% | -10.8% | -4.0% |
| 3M | -7.3% | +20.9% | -28.2% | -16.3% |
| 6M | +1.8% | +11.5% | -9.7% | -5.1% |
| YTD | -13.1% | +19.5% | -32.5% | -22.6% |
| 1Y | -13.7% | +17.2% | -30.9% | -22.5% |
| 3Y | +113.1% | +65.1% | +48.0% | +50.5% |
| 5Y | +85.9% | +73.1% | +12.8% | +24.8% |
| All | +403.0% | +305.5% | +97.5% | +111.6% |
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