-37.8%
NFLX vs COF
+0.3%
-38.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.9% | -5.3% |
| 7D | -4.2% | +1.8% | -6.1% | -4.3% |
| 30D | +5.5% | -0.6% | +6.0% | +5.5% |
| 3M | -4.1% | +20.3% | -24.4% | -3.7% |
| 6M | -20.7% | +13.0% | -33.7% | -20.8% |
| YTD | -16.5% | -8.3% | -8.2% | -18.4% |
| 1Y | -37.8% | -1.5% | -36.3% | -39.2% |
| All | -37.8% | +0.3% | -38.1% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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