+89.6%
AXP vs CPAY
+86.4%
+3.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.1% | -2.2% |
| 7D | +0.6% | +13.5% | -12.9% | -6.2% |
| 30D | +5.8% | +13.1% | -7.3% | -1.2% |
| 3M | -6.0% | +14.3% | -20.3% | -12.9% |
| 6M | +0.3% | +49.0% | -48.7% | -20.5% |
| YTD | -12.3% | +51.3% | -63.5% | -32.1% |
| 1Y | -11.2% | +63.7% | -75.0% | -34.6% |
| 3Y | +117.0% | +95.0% | +22.0% | +39.6% |
| All | +89.6% | +86.4% | +3.1% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling