+117.0%
AXP vs CMI
+164.2%
-47.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -2.5% |
| 7D | -2.1% | -0.7% | -1.4% | -1.8% |
| 30D | -6.5% | -13.4% | +6.9% | +0.1% |
| 3M | +4.6% | -17.0% | +21.6% | +13.2% |
| 6M | +5.4% | -1.6% | +7.1% | +2.4% |
| YTD | -11.1% | +11.0% | -22.1% | -20.8% |
| 1Y | -0.3% | +41.9% | -42.2% | -24.4% |
| 3Y | +111.6% | +151.8% | -40.2% | +7.7% |
| All | +117.0% | +164.2% | -47.2% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling