+117.0%
AXP vs CPNG
-49.0%
+166.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | -2.1% | -7.4% | +5.3% | -0.8% |
| 30D | -6.5% | -4.4% | -2.1% | -5.8% |
| 3M | +4.6% | -7.5% | +12.1% | +5.5% |
| 6M | +5.4% | -19.9% | +25.4% | +8.3% |
| YTD | -11.1% | -35.2% | +24.1% | -5.4% |
| 1Y | -0.3% | -46.8% | +46.5% | +9.8% |
| 3Y | +111.6% | -20.2% | +131.7% | +111.4% |
| All | +117.0% | -49.0% | +166.0% | +123.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling