-37.8%
NFLX vs COR
+12.8%
-50.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.9% | -3.5% | -5.2% |
| 7D | -4.2% | +2.8% | -7.0% | -4.4% |
| 30D | +5.5% | +4.5% | +0.9% | +5.2% |
| 3M | -4.1% | +22.7% | -26.7% | -4.7% |
| 6M | -20.7% | -9.7% | -11.0% | -20.2% |
| YTD | -16.5% | -1.4% | -15.1% | -16.2% |
| 1Y | -37.8% | +13.9% | -51.7% | -35.7% |
| All | -37.8% | +12.8% | -50.6% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 1y: compounded portfolio wealth divided by compounded COR 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…
1y analysis · Full analysis span regression · 6 months rolling