+448.1%
NFLX vs COR
+505.6%
-57.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -1.9% | -1.3% |
| 7D | -0.3% | +2.4% | -2.7% | -0.8% |
| 30D | -10.0% | +7.7% | -17.7% | -11.4% |
| 3M | -17.1% | +7.5% | -24.6% | -18.4% |
| 6M | -27.7% | +34.1% | -61.8% | -32.1% |
| YTD | -32.5% | +3.9% | -36.4% | -33.6% |
| 1Y | -43.5% | -3.6% | -39.9% | -43.5% |
| 3Y | +41.4% | +80.5% | -39.1% | +20.8% |
| 5Y | -2.2% | +194.9% | -197.1% | -26.9% |
| 10Y | +448.1% | +486.6% | -38.5% | +236.5% |
| All | +448.1% | +505.6% | -57.6% | +236.5% |
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