+6,592.6%
AXP vs CMI
+16,427.7%
-9,835.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.6% | -0.6% |
| 7D | -1.1% | -6.8% | +5.7% | +1.8% |
| 30D | +5.2% | -10.9% | +16.1% | +10.3% |
| 3M | -4.6% | -27.3% | +22.8% | +9.2% |
| 6M | +3.2% | -30.9% | +34.1% | +19.1% |
| YTD | -11.3% | -7.7% | -3.7% | -11.3% |
| 1Y | -11.0% | 0.0% | -11.0% | -14.2% |
| 3Y | +120.2% | +130.1% | -9.9% | +44.5% |
| 5Y | +91.7% | +121.5% | -29.7% | +27.9% |
| 10Y | +440.3% | +339.4% | +101.0% | +169.3% |
| All | +6,592.6% | +16,427.7% | -9,835.2% | +630.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling