+469.1%
AXP vs CMS
+117.1%
+352.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -2.1% | +0.4% | -2.5% | -2.3% |
| 30D | -6.5% | -3.6% | -2.9% | -5.1% |
| 3M | +4.6% | -1.9% | +6.6% | +5.1% |
| 6M | +5.4% | -11.0% | +16.4% | +10.3% |
| YTD | -11.1% | +0.2% | -11.3% | -12.1% |
| 1Y | -0.3% | -1.3% | +1.0% | -0.9% |
| 3Y | +111.6% | +35.9% | +75.6% | +76.7% |
| 5Y | +117.6% | +23.1% | +94.5% | +87.2% |
| All | +469.1% | +117.1% | +352.1% | +357.8% |
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