+6,524.1%
AXP vs CMI
+15,846.7%
-9,322.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.4% |
| 7D | +0.6% | -10.0% | +10.6% | +5.2% |
| 30D | +5.8% | -13.0% | +18.8% | +12.1% |
| 3M | -6.0% | -29.9% | +23.8% | +9.2% |
| 6M | +0.3% | -36.7% | +37.0% | +20.3% |
| YTD | -12.3% | -10.9% | -1.3% | -10.8% |
| 1Y | -11.2% | -1.3% | -9.9% | -13.9% |
| 3Y | +117.0% | +117.4% | -0.4% | +46.1% |
| 5Y | +93.2% | +112.9% | -19.7% | +31.1% |
| 10Y | +461.2% | +366.7% | +94.5% | +173.3% |
| All | +6,524.1% | +15,846.7% | -9,322.6% | +635.0% |
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