+455.5%
AXP vs CPRT
+406.5%
+49.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | +0.4% | +9.9% | -9.5% | -4.7% |
| 30D | +7.0% | +21.1% | -14.1% | -3.7% |
| 3M | -6.6% | +12.3% | -18.9% | -13.6% |
| 6M | +3.5% | -2.0% | +5.5% | +2.1% |
| YTD | -11.2% | -17.0% | +5.9% | -4.3% |
| 1Y | -10.2% | -22.5% | +12.4% | +0.5% |
| 3Y | +120.0% | -29.3% | +149.3% | +153.1% |
| 5Y | +95.6% | -15.6% | +111.2% | +96.4% |
| All | +455.5% | +406.5% | +49.0% | +145.0% |
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