+111.1%
AXP vs COR
+93.9%
+17.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.7% | -1.2% |
| 7D | -2.1% | +2.8% | -4.9% | -2.0% |
| 30D | -6.5% | +4.5% | -11.1% | -6.4% |
| 3M | +4.6% | +22.7% | -18.0% | +5.1% |
| 6M | +5.4% | -9.7% | +15.2% | +5.2% |
| YTD | -11.1% | -1.4% | -9.7% | -11.2% |
| 1Y | -0.3% | +13.9% | -14.2% | -0.1% |
| All | +111.1% | +93.9% | +17.2% | +115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 3y: compounded portfolio wealth divided by compounded COR 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…
3y analysis · Full analysis span regression · 6 months rolling