+780.2%
AXP vs CPAY
+1,565.5%
-785.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.7% |
| 7D | -2.1% | +2.1% | -4.2% | -3.1% |
| 30D | -6.5% | +5.5% | -12.1% | -9.1% |
| 3M | +4.6% | +16.6% | -11.9% | -3.5% |
| 6M | +5.4% | +26.7% | -21.2% | -7.7% |
| YTD | -11.1% | +38.4% | -49.5% | -26.3% |
| 1Y | -0.3% | +30.1% | -30.4% | -15.0% |
| 3Y | +111.6% | +52.6% | +59.0% | +63.7% |
| 5Y | +117.6% | +59.0% | +58.6% | +62.1% |
| 10Y | +474.1% | +148.4% | +325.7% | +264.1% |
| All | +780.2% | +1,565.5% | -785.2% | +199.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling