+424.9%
AXP vs CPRT
+384.2%
+40.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -2.9% | -1.4% | -1.5% | -2.1% |
| 30D | +3.7% | +21.5% | -17.8% | -6.8% |
| 3M | -4.9% | +9.4% | -14.3% | -10.8% |
| 6M | +4.1% | -3.3% | +7.4% | +3.4% |
| YTD | -11.7% | -17.8% | +6.2% | -4.3% |
| 1Y | -11.7% | -22.2% | +10.5% | -1.5% |
| 3Y | +116.5% | -34.0% | +150.5% | +159.7% |
| 5Y | +89.5% | -15.4% | +104.9% | +90.0% |
| 10Y | +424.9% | +376.0% | +48.9% | +136.8% |
| All | +424.9% | +384.2% | +40.7% | +136.8% |
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