+403.0%
AXP vs CPAY
+215.6%
+187.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -0.8% |
| 7D | -2.1% | +2.0% | -4.1% | -3.3% |
| 30D | +2.7% | +14.3% | -11.6% | -5.5% |
| 3M | -7.3% | +11.3% | -18.6% | -13.4% |
| 6M | +1.8% | +34.8% | -33.0% | -15.8% |
| YTD | -13.1% | +51.5% | -64.6% | -34.6% |
| 1Y | -13.7% | +59.0% | -72.8% | -37.1% |
| 3Y | +113.1% | +97.2% | +15.9% | +31.0% |
| 5Y | +85.9% | +88.8% | -2.9% | +14.6% |
| All | +403.0% | +215.6% | +187.4% | +165.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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