+27.0%
NFLX vs COF
+44.1%
-17.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.6% |
| 7D | -8.1% | -6.1% | -2.0% | -6.1% |
| 30D | +1.6% | -5.2% | +6.8% | +3.4% |
| 3M | -7.3% | +17.0% | -24.3% | -12.4% |
| 6M | -21.6% | +12.9% | -34.5% | -25.3% |
| YTD | -18.9% | -13.5% | -5.4% | -15.9% |
| 1Y | -39.1% | -5.9% | -33.2% | -39.2% |
| 3Y | +71.7% | +117.1% | -45.5% | +13.4% |
| 5Y | +27.0% | +45.4% | -18.4% | -7.8% |
| All | +27.0% | +44.1% | -17.2% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling