+403.0%
AXP vs CPRT
+370.9%
+32.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.3% |
| 7D | -2.1% | -1.5% | -0.6% | -1.4% |
| 30D | +2.7% | +21.4% | -18.7% | -7.7% |
| 3M | -7.3% | +10.4% | -17.7% | -13.4% |
| 6M | +1.8% | -4.3% | +6.1% | +1.7% |
| YTD | -13.1% | -18.3% | +5.2% | -5.6% |
| 1Y | -13.7% | -22.5% | +8.8% | -3.5% |
| 3Y | +113.1% | -34.3% | +147.4% | +156.4% |
| 5Y | +85.9% | -17.8% | +103.7% | +89.6% |
| All | +403.0% | +370.9% | +32.1% | +132.5% |
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