+455.5%
AXP vs CMS
+130.3%
+325.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | +0.4% | +1.7% | -1.3% | -0.3% |
| 30D | +7.0% | +8.6% | -1.6% | +3.2% |
| 3M | -6.6% | -0.5% | -6.1% | -6.5% |
| 6M | +3.5% | -4.2% | +7.6% | +4.9% |
| YTD | -11.2% | +3.4% | -14.6% | -13.4% |
| 1Y | -10.2% | +0.4% | -10.6% | -11.3% |
| 3Y | +120.0% | +38.2% | +81.8% | +82.6% |
| 5Y | +95.6% | +35.4% | +60.2% | +60.0% |
| All | +455.5% | +130.3% | +325.2% | +355.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling