+383.6%
CMG vs AXP
+453.0%
-69.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +3.4% |
| 7D | +8.6% | -1.1% | +9.7% | +9.1% |
| 30D | +13.1% | +5.2% | +7.9% | +10.9% |
| 3M | +9.0% | -4.6% | +13.6% | +11.1% |
| 6M | +10.0% | +3.2% | +6.8% | +8.5% |
| YTD | -3.4% | -11.3% | +7.9% | +0.9% |
| 1Y | +16.8% | -11.0% | +27.8% | +21.8% |
| 3Y | -14.7% | +120.2% | -134.9% | -38.5% |
| 5Y | -1.5% | +91.7% | -93.3% | -26.4% |
| 10Y | +383.6% | +440.3% | -56.7% | +117.0% |
| All | +383.6% | +453.0% | -69.4% | +117.0% |
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