+1,284.6%
AXP vs CME
+8,206.4%
-6,921.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.1% |
| 7D | +0.4% | +3.7% | -3.3% | -1.4% |
| 30D | +7.0% | +13.7% | -6.7% | +0.4% |
| 3M | -6.6% | +16.6% | -23.2% | -13.7% |
| 6M | +3.5% | +8.2% | -4.7% | -1.8% |
| YTD | -11.2% | +16.3% | -27.5% | -19.2% |
| 1Y | -10.2% | +19.1% | -29.3% | -19.3% |
| 3Y | +120.0% | +67.4% | +52.7% | +62.4% |
| 5Y | +95.6% | +71.0% | +24.6% | +41.0% |
| 10Y | +468.1% | +338.9% | +129.2% | +155.2% |
| All | +1,284.6% | +8,206.4% | -6,921.8% | +163.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling