+452.9%
NFLX vs CAPR
-63.2%
+516.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -8.7% | +5.9% | -2.8% |
| 7D | -4.4% | +19.1% | -23.4% | -4.5% |
| 30D | -11.0% | +48.8% | -59.9% | -11.3% |
| 3M | -15.5% | +144.4% | -159.9% | -16.3% |
| 6M | -28.5% | -67.5% | +39.0% | -28.3% |
| YTD | -33.1% | -64.5% | +31.4% | -33.1% |
| 1Y | -45.8% | +74.4% | -120.3% | -47.7% |
| 3Y | +40.2% | +265.7% | -225.5% | +29.8% |
| 5Y | -8.2% | +196.0% | -204.1% | -15.6% |
| All | +452.9% | -63.2% | +516.1% | +359.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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