+681.4%
NFLX vs COPX
+583.8%
+97.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | -1.1% | -2.3% | +1.3% | -0.6% |
| 30D | +4.3% | +0.3% | +4.0% | +3.8% |
| 3M | -4.8% | +6.8% | -11.6% | -7.5% |
| 6M | -18.4% | +7.9% | -26.4% | -22.3% |
| YTD | -17.4% | +23.7% | -41.2% | -25.8% |
| 1Y | -35.7% | +71.5% | -107.2% | -48.7% |
| 3Y | +73.8% | +149.1% | -75.3% | +17.1% |
| 5Y | +29.3% | +167.3% | -138.1% | -16.1% |
| All | +681.4% | +583.8% | +97.6% | +240.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling