+65,302.9%
NFLX vs COR
+2,560.4%
+62,742.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.9% | -3.5% | -4.8% |
| 7D | -4.2% | +2.8% | -7.0% | -5.0% |
| 30D | +5.5% | +4.5% | +0.9% | +4.0% |
| 3M | -4.1% | +22.7% | -26.7% | -9.9% |
| 6M | -20.7% | -9.7% | -11.0% | -19.1% |
| YTD | -16.5% | -1.4% | -15.1% | -17.3% |
| 1Y | -37.8% | +13.9% | -51.7% | -41.3% |
| 3Y | +77.9% | +94.0% | -16.1% | +39.9% |
| 5Y | +32.5% | +184.0% | -151.5% | -8.9% |
| 10Y | +703.6% | +406.8% | +296.8% | +320.6% |
| All | +65,302.9% | +2,560.4% | +62,742.5% | +17,092.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling