+64,065.9%
NFLX vs COF
+377.0%
+63,688.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.2% |
| 7D | -5.0% | +1.2% | -6.2% | -5.3% |
| 30D | +3.5% | -1.4% | +4.9% | +3.9% |
| 3M | -7.1% | +19.0% | -26.1% | -11.5% |
| 6M | -22.5% | +14.9% | -37.3% | -25.7% |
| YTD | -18.1% | -10.7% | -7.4% | -16.6% |
| 1Y | -38.3% | -1.3% | -37.0% | -39.1% |
| 3Y | +73.4% | +124.3% | -50.9% | +33.6% |
| 5Y | +26.7% | +51.1% | -24.5% | +7.4% |
| 10Y | +670.3% | +252.4% | +418.0% | +377.1% |
| All | +64,065.9% | +377.0% | +63,688.9% | +20,581.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling