+448.7%
AXP vs CME
+331.0%
+117.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | +0.6% | +0.9% | -0.3% | +0.1% |
| 30D | +5.8% | +13.2% | -7.4% | -0.9% |
| 3M | -6.0% | +16.3% | -22.3% | -13.4% |
| 6M | +0.3% | +7.1% | -6.8% | -4.4% |
| YTD | -12.3% | +15.8% | -28.1% | -20.6% |
| 1Y | -11.2% | +17.1% | -28.3% | -20.3% |
| 3Y | +117.0% | +63.2% | +53.9% | +54.1% |
| 5Y | +93.2% | +70.2% | +23.0% | +30.7% |
| All | +448.7% | +331.0% | +117.7% | +129.7% |
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