-6.7%
AXP vs CPRT
-24.7%
+18.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.0% | -2.8% | +1.5% |
| 7D | +4.6% | +12.6% | -8.0% | +3.0% |
| 30D | +9.7% | +18.0% | -8.2% | +7.4% |
| 3M | -3.8% | +11.0% | -14.7% | -5.6% |
| 6M | +4.8% | -2.0% | +6.8% | +4.9% |
| YTD | -9.1% | -16.7% | +7.6% | -6.9% |
| 1Y | -6.7% | -23.9% | +17.2% | -6.1% |
| All | -6.7% | -24.7% | +18.0% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 1y: compounded portfolio wealth divided by compounded CPRT 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…
1y analysis · Full analysis span regression · 6 months rolling