+403.0%
AXP vs CMI
+323.3%
+79.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -0.5% |
| 7D | -2.1% | +1.5% | -3.6% | -3.1% |
| 30D | +2.7% | -14.0% | +16.6% | +11.7% |
| 3M | -7.3% | -28.3% | +21.1% | +12.4% |
| 6M | +1.8% | -34.9% | +36.7% | +28.4% |
| YTD | -13.1% | -9.9% | -3.2% | -13.9% |
| 1Y | -13.7% | -3.6% | -10.1% | -18.5% |
| 3Y | +113.1% | +120.9% | -7.8% | +7.6% |
| 5Y | +85.9% | +116.1% | -30.2% | -6.4% |
| All | +403.0% | +323.3% | +79.7% | +51.7% |
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