+117.0%
AXP vs CPAY
+59.0%
+58.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.7% |
| 7D | -2.1% | +2.1% | -4.2% | -3.2% |
| 30D | -6.5% | +5.5% | -12.1% | -9.3% |
| 3M | +4.6% | +16.6% | -11.9% | -4.1% |
| 6M | +5.4% | +26.7% | -21.2% | -8.6% |
| YTD | -11.1% | +38.4% | -49.5% | -27.6% |
| 1Y | -0.3% | +30.1% | -30.4% | -16.1% |
| 3Y | +111.6% | +52.6% | +59.0% | +58.1% |
| All | +117.0% | +59.0% | +58.0% | +48.9% |
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 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