+687.9%
NFLX vs COR
+399.7%
+288.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.9% |
| 7D | -8.1% | -3.9% | -4.2% | -7.4% |
| 30D | -0.3% | -0.3% | 0.0% | -0.3% |
| 3M | -6.6% | +15.9% | -22.5% | -9.3% |
| 6M | -22.7% | -10.3% | -12.4% | -21.4% |
| YTD | -18.9% | -3.7% | -15.2% | -18.9% |
| 1Y | -39.8% | +9.1% | -48.9% | -41.5% |
| 3Y | +71.7% | +86.6% | -14.9% | +47.1% |
| 5Y | +27.2% | +180.9% | -153.7% | -1.6% |
| 10Y | +687.9% | +407.4% | +280.4% | +452.1% |
| All | +687.9% | +399.7% | +288.2% | +452.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling