-11.1%
AXP vs CPRT
-20.5%
+9.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -0.6% | +4.0% | -4.6% | -1.2% |
| 30D | +5.0% | +18.2% | -13.3% | +2.6% |
| 3M | -4.2% | +9.2% | -13.4% | -5.9% |
| 6M | +2.9% | -4.8% | +7.8% | +3.8% |
| YTD | -11.6% | -17.5% | +5.9% | -8.8% |
| 1Y | -11.1% | -22.0% | +10.9% | -10.1% |
| All | -11.1% | -20.5% | +9.4% | -10.1% |
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