+323.6%
CMG vs AXP
+465.7%
-142.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.5% | +0.6% | -2.1% | -1.7% |
| 30D | +12.7% | -4.3% | +17.1% | +14.7% |
| 3M | +26.3% | +4.7% | +21.6% | +24.0% |
| 6M | +4.5% | +9.0% | -4.5% | +1.0% |
| YTD | -0.1% | -11.1% | +11.0% | +4.2% |
| 1Y | -6.8% | +1.3% | -8.1% | -7.8% |
| 3Y | -5.0% | +114.5% | -119.5% | -30.7% |
| 5Y | -3.0% | +118.0% | -121.1% | -30.7% |
| 10Y | +323.6% | +464.9% | -141.4% | +108.4% |
| All | +323.6% | +465.7% | -142.1% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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