+6,560.5%
AXP vs CPRT
+23,878.7%
-17,318.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -2.1% | +2.2% | -4.3% | -2.7% |
| 30D | -6.5% | +16.6% | -23.2% | -10.4% |
| 3M | +4.6% | +9.6% | -4.9% | +1.6% |
| 6M | +5.4% | -11.1% | +16.5% | +7.8% |
| YTD | -11.1% | -13.9% | +2.8% | -8.5% |
| 1Y | -0.3% | -32.5% | +32.2% | +9.1% |
| 3Y | +111.6% | -25.0% | +136.6% | +124.7% |
| 5Y | +117.6% | -7.4% | +125.0% | +118.1% |
| 10Y | +474.1% | +422.0% | +52.1% | +297.4% |
| All | +6,560.5% | +23,878.7% | -17,318.2% | +2,813.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling