+775.5%
AXP vs COPX
+125.0%
+650.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.8% |
| 7D | +0.6% | -1.0% | +1.6% | +0.9% |
| 30D | +5.8% | -14.8% | +20.6% | +12.0% |
| 3M | -6.0% | -17.2% | +11.2% | 0.0% |
| 6M | +0.3% | -14.5% | +14.8% | +3.7% |
| YTD | -12.3% | -0.4% | -11.8% | -16.9% |
| 1Y | -11.2% | +21.9% | -33.1% | -22.7% |
| 3Y | +117.0% | +123.7% | -6.7% | +40.1% |
| 5Y | +93.2% | +121.8% | -28.7% | +21.6% |
| 10Y | +461.2% | +397.9% | +63.3% | +132.9% |
| All | +775.5% | +125.0% | +650.5% | +344.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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