+6,071.9%
NFLX vs COPX
+198.0%
+5,874.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.1% | -6.0% | -3.1% |
| 7D | -5.0% | +5.8% | -10.8% | -6.6% |
| 30D | +3.5% | +7.2% | -3.7% | +1.2% |
| 3M | -7.1% | +16.5% | -23.6% | -12.1% |
| 6M | -22.5% | +18.4% | -40.9% | -28.1% |
| YTD | -18.1% | +31.9% | -50.0% | -27.6% |
| 1Y | -38.3% | +88.5% | -126.8% | -51.8% |
| 3Y | +73.4% | +173.1% | -99.7% | +16.0% |
| 5Y | +26.7% | +193.1% | -166.4% | -18.2% |
| 10Y | +670.3% | +591.7% | +78.6% | +253.5% |
| All | +6,071.9% | +198.0% | +5,874.0% | +3,713.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling