+4,100.0%
CMG vs AXP
+733.4%
+3,366.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.2% |
| 7D | -2.8% | -2.1% | -0.7% | -2.0% |
| 30D | +7.1% | -6.5% | +13.7% | +10.0% |
| 3M | +31.2% | +4.6% | +26.5% | +28.8% |
| 6M | +0.7% | +5.4% | -4.7% | -1.4% |
| YTD | -0.1% | -11.1% | +11.0% | +4.2% |
| 1Y | -10.7% | -0.3% | -10.4% | -11.1% |
| 3Y | -4.7% | +111.6% | -116.3% | -30.1% |
| 5Y | -3.8% | +117.6% | -121.3% | -31.2% |
| 10Y | +352.5% | +474.1% | -121.6% | +107.1% |
| All | +4,100.0% | +733.4% | +3,366.6% | +1,536.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling