+448.7%
AXP vs CMS
+125.4%
+323.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.3% |
| 7D | +0.6% | -1.3% | +1.9% | +1.2% |
| 30D | +5.8% | +6.3% | -0.5% | +3.0% |
| 3M | -6.0% | -2.1% | -4.0% | -5.3% |
| 6M | +0.3% | -5.1% | +5.4% | +2.1% |
| YTD | -12.3% | +1.3% | -13.5% | -13.7% |
| 1Y | -11.2% | -1.4% | -9.9% | -11.7% |
| 3Y | +117.0% | +36.9% | +80.1% | +80.6% |
| 5Y | +93.2% | +32.5% | +60.6% | +59.5% |
| All | +448.7% | +125.4% | +323.3% | +353.8% |
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