+132.9%
AXP vs CPNG
-74.3%
+207.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | +0.6% | +13.4% | -12.8% | -1.5% |
| 30D | +5.8% | +10.0% | -4.2% | +4.1% |
| 3M | -6.0% | -0.4% | -5.7% | -6.2% |
| 6M | +0.3% | -8.9% | +9.2% | +1.0% |
| YTD | -12.3% | -30.9% | +18.7% | -8.3% |
| 1Y | -11.2% | -43.8% | +32.6% | -4.1% |
| 3Y | +117.0% | -2.5% | +119.5% | +110.4% |
| 5Y | +93.2% | -45.6% | +138.7% | +86.7% |
| All | +132.9% | -74.3% | +207.2% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 10y: compounded portfolio wealth divided by compounded CPNG 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…
10y analysis · Full analysis span regression · 6 months rolling