+86.1%
AXP vs CME
+74.8%
+11.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | -0.1% | +3.9% | -4.1% | -1.0% |
| 30D | +4.4% | +11.3% | -6.9% | +2.0% |
| 3M | -6.4% | +19.6% | -26.0% | -10.1% |
| 6M | +4.2% | +8.1% | -3.9% | +2.4% |
| YTD | -12.4% | +20.4% | -32.8% | -16.8% |
| 1Y | -11.1% | +16.5% | -27.6% | -14.8% |
| 3Y | +114.9% | +66.4% | +48.4% | +77.3% |
| All | +86.1% | +74.8% | +11.4% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling