-11.7%
AXP vs CPAY
+63.6%
-75.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -2.9% | +10.4% | -13.2% | -5.9% |
| 30D | +3.7% | +16.2% | -12.4% | -1.3% |
| 3M | -4.9% | +13.7% | -18.6% | -8.9% |
| 6M | +4.1% | +35.2% | -31.2% | -6.0% |
| YTD | -11.7% | +53.5% | -65.2% | -24.2% |
| 1Y | -11.7% | +58.9% | -70.7% | -25.9% |
| All | -11.7% | +63.6% | -75.3% | -25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling