+4,712.0%
AXP vs COR
+17,545.2%
-12,833.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.7% | -0.6% |
| 7D | -2.1% | +2.8% | -4.9% | -2.8% |
| 30D | -6.5% | +4.5% | -11.1% | -7.8% |
| 3M | +4.6% | +22.7% | -18.0% | -1.3% |
| 6M | +5.4% | -9.7% | +15.2% | +7.2% |
| YTD | -11.1% | -1.4% | -9.7% | -12.2% |
| 1Y | -0.3% | +13.9% | -14.2% | -5.5% |
| 3Y | +111.6% | +94.0% | +17.6% | +70.3% |
| 5Y | +117.6% | +184.0% | -66.4% | +57.0% |
| 10Y | +474.1% | +406.8% | +67.4% | +247.2% |
| All | +4,712.0% | +17,545.2% | -12,833.2% | +1,380.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling