+27.0%
NFLX vs COPX
+167.3%
-140.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.0% | +7.0% | +1.9% |
| 7D | -8.1% | -2.9% | -5.2% | -7.5% |
| 30D | +1.6% | 0.0% | +1.6% | +1.3% |
| 3M | -7.3% | +14.8% | -22.1% | -11.7% |
| 6M | -21.6% | +7.0% | -28.6% | -24.9% |
| YTD | -18.9% | +23.8% | -42.8% | -27.3% |
| 1Y | -39.1% | +75.7% | -114.8% | -52.6% |
| 3Y | +71.7% | +156.4% | -84.7% | +8.4% |
| 5Y | +27.0% | +167.6% | -140.6% | -19.8% |
| All | +27.0% | +167.3% | -140.3% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling