+47.0%
NFLX vs COR
+80.2%
-33.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | +0.5% |
| 7D | +2.6% | +2.3% | +0.2% | +2.4% |
| 30D | -9.0% | +6.8% | -15.8% | -9.6% |
| 3M | -13.7% | +8.1% | -21.8% | -14.3% |
| 6M | -26.9% | +33.0% | -59.9% | -28.0% |
| YTD | -31.8% | +3.0% | -34.8% | -32.0% |
| 1Y | -42.1% | -3.4% | -38.6% | -42.1% |
| 3Y | +47.0% | +80.1% | -33.2% | +47.6% |
| All | +47.0% | +80.2% | -33.2% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling