+467.1%
AXP vs CMI
+501.9%
-34.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.6% |
| 7D | -2.5% | +0.7% | -3.2% | -2.9% |
| 30D | -5.0% | -12.3% | +7.3% | +2.6% |
| 3M | +1.4% | -16.8% | +18.1% | +11.6% |
| 6M | +6.0% | +1.5% | +4.5% | +0.7% |
| YTD | -12.3% | +9.8% | -22.1% | -22.3% |
| 1Y | +0.3% | +42.6% | -42.3% | -26.5% |
| 3Y | +111.7% | +151.0% | -39.3% | +1.3% |
| 5Y | +114.5% | +167.0% | -52.5% | -3.7% |
| 10Y | +467.1% | +512.2% | -45.1% | +49.0% |
| All | +467.1% | +501.9% | -34.8% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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