+89.6%
AXP vs CPRT
-17.4%
+107.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.5% |
| 7D | +0.6% | +6.0% | -5.5% | -2.0% |
| 30D | +5.8% | +20.0% | -14.2% | -2.6% |
| 3M | -6.0% | +10.1% | -16.2% | -11.2% |
| 6M | +0.3% | -4.3% | +4.6% | +0.7% |
| YTD | -12.3% | -18.4% | +6.1% | -4.8% |
| 1Y | -11.2% | -20.1% | +8.8% | -2.8% |
| 3Y | +117.0% | -30.4% | +147.4% | +149.3% |
| All | +89.6% | -17.4% | +107.0% | +83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling