+89.6%
AXP vs CMS
+32.6%
+57.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.7% |
| 7D | +0.6% | -1.3% | +1.9% | +0.9% |
| 30D | +5.8% | +6.3% | -0.5% | +4.3% |
| 3M | -6.0% | -2.1% | -4.0% | -5.6% |
| 6M | +0.3% | -5.1% | +5.4% | +1.3% |
| YTD | -12.3% | +1.3% | -13.5% | -13.2% |
| 1Y | -11.2% | -1.4% | -9.9% | -11.6% |
| 3Y | +117.0% | +36.9% | +80.1% | +92.0% |
| All | +89.6% | +32.6% | +57.0% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling