+89.6%
AXP vs CMI
+112.1%
-22.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.4% |
| 7D | +0.6% | -10.0% | +10.6% | +5.5% |
| 30D | +5.8% | -13.0% | +18.8% | +12.6% |
| 3M | -6.0% | -29.9% | +23.8% | +10.8% |
| 6M | +0.3% | -36.7% | +37.0% | +22.6% |
| YTD | -12.3% | -10.9% | -1.3% | -13.6% |
| 1Y | -11.2% | -1.3% | -9.9% | -18.2% |
| 3Y | +117.0% | +117.4% | -0.4% | +14.9% |
| All | +89.6% | +112.1% | -22.5% | +3.5% |
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 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