+117.0%
AXP vs CMI
+111.2%
+5.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.3% |
| 7D | +0.6% | -10.0% | +10.6% | +4.3% |
| 30D | +5.8% | -13.0% | +18.8% | +10.9% |
| 3M | -6.0% | -29.9% | +23.8% | +6.5% |
| 6M | +0.3% | -36.7% | +37.0% | +17.0% |
| YTD | -12.3% | -10.9% | -1.3% | -14.4% |
| 1Y | -11.2% | -1.3% | -9.9% | -18.1% |
| 3Y | +117.0% | +117.4% | -0.4% | +37.5% |
| All | +117.0% | +111.2% | +5.8% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling