+26.7%
NFLX vs COR
+180.8%
-154.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.6% |
| 7D | -5.0% | -1.9% | -3.1% | -4.7% |
| 30D | +3.5% | +1.5% | +2.0% | +3.3% |
| 3M | -7.1% | +18.7% | -25.8% | -9.3% |
| 6M | -22.5% | -9.0% | -13.4% | -21.5% |
| YTD | -18.1% | -3.3% | -14.8% | -18.0% |
| 1Y | -38.3% | +9.8% | -48.2% | -39.7% |
| 3Y | +73.4% | +87.4% | -14.0% | +47.3% |
| 5Y | +26.7% | +180.5% | -153.8% | -9.6% |
| All | +26.7% | +180.8% | -154.1% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling