+85.9%
AXP vs CPNG
-45.0%
+131.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.8% | -0.8% |
| 7D | -2.1% | -6.9% | +4.8% | -0.9% |
| 30D | +2.7% | +1.1% | +1.5% | +2.3% |
| 3M | -7.3% | -6.3% | -1.0% | -6.5% |
| 6M | +1.8% | -3.8% | +5.6% | +1.6% |
| YTD | -13.1% | -35.2% | +22.1% | -7.6% |
| 1Y | -13.7% | -47.0% | +33.2% | -4.8% |
| 3Y | +113.1% | -0.2% | +113.3% | +104.1% |
| 5Y | +85.9% | -42.5% | +128.4% | +81.8% |
| All | +85.9% | -45.0% | +131.0% | +81.8% |
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