+6,763.5%
AXP vs CMS
+478.3%
+6,285.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.7% |
| 7D | +4.6% | +4.1% | +0.5% | +3.1% |
| 30D | +9.7% | +10.9% | -1.1% | +5.6% |
| 3M | -3.8% | -0.2% | -3.5% | -3.8% |
| 6M | +4.8% | -4.7% | +9.5% | +6.3% |
| YTD | -9.1% | +3.9% | -13.0% | -11.0% |
| 1Y | -6.7% | +0.4% | -7.1% | -7.6% |
| 3Y | +125.2% | +38.8% | +86.4% | +95.7% |
| 5Y | +105.0% | +37.1% | +67.9% | +76.8% |
| 10Y | +481.5% | +132.7% | +348.8% | +313.0% |
| All | +6,763.5% | +478.3% | +6,285.1% | +2,936.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling