+777.9%
AXP vs CPAY
+1,731.9%
-953.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | -1.1% | +11.9% | -13.0% | -6.7% |
| 30D | +5.2% | +15.1% | -9.9% | -2.1% |
| 3M | -4.6% | +16.5% | -21.1% | -12.0% |
| 6M | +3.2% | +33.1% | -29.9% | -11.4% |
| YTD | -11.3% | +52.2% | -63.5% | -30.1% |
| 1Y | -11.0% | +65.6% | -76.6% | -32.9% |
| 3Y | +120.2% | +100.2% | +20.0% | +48.4% |
| 5Y | +91.7% | +87.6% | +4.1% | +31.5% |
| 10Y | +440.3% | +205.3% | +235.1% | +216.5% |
| All | +777.9% | +1,731.9% | -953.9% | +183.8% |
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