-35.7%
NFLX vs COR
+9.0%
-44.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | -1.1% | -2.8% | +1.7% | -0.9% |
| 30D | +4.3% | +2.6% | +1.7% | +4.2% |
| 3M | -4.8% | +14.5% | -19.2% | -5.3% |
| 6M | -18.4% | -7.8% | -10.6% | -18.0% |
| YTD | -17.4% | -4.2% | -13.2% | -16.9% |
| 1Y | -35.7% | +7.0% | -42.7% | -34.5% |
| All | -35.7% | +9.0% | -44.7% | -34.5% |
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 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