-4.1%
CMG vs AXP
+86.8%
-90.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 7D | +2.5% | -0.1% | +2.6% | +2.6% |
| 30D | +15.6% | +4.4% | +11.1% | +13.3% |
| 3M | +8.2% | -6.4% | +14.6% | +11.6% |
| 6M | +9.9% | +4.2% | +5.7% | +7.6% |
| YTD | -4.6% | -12.4% | +7.7% | +0.8% |
| 1Y | +12.4% | -11.1% | +23.5% | +18.0% |
| 3Y | -18.0% | +114.9% | -132.8% | -45.1% |
| All | -4.1% | +86.8% | -90.9% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling