+448.7%
AXP vs CPRT
+398.2%
+50.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.4% |
| 7D | +0.6% | +6.0% | -5.5% | -2.6% |
| 30D | +5.8% | +20.0% | -14.2% | -4.3% |
| 3M | -6.0% | +10.1% | -16.2% | -12.2% |
| 6M | +0.3% | -4.3% | +4.6% | +0.2% |
| YTD | -12.3% | -18.4% | +6.1% | -4.6% |
| 1Y | -11.2% | -20.1% | +8.8% | -2.5% |
| 3Y | +117.0% | -30.4% | +147.4% | +151.7% |
| 5Y | +93.2% | -17.0% | +110.1% | +95.7% |
| All | +448.7% | +398.2% | +50.4% | +144.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling