-8.5%
NFLX vs CAPR
+172.3%
-180.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.9% | +6.1% | -0.9% |
| 7D | -2.0% | +5.9% | -7.9% | -2.0% |
| 30D | -11.9% | +44.6% | -56.5% | -12.0% |
| 3M | -20.6% | +126.4% | -146.9% | -20.5% |
| 6M | -29.0% | -68.6% | +39.6% | -29.1% |
| YTD | -33.7% | -67.0% | +33.3% | -33.8% |
| 1Y | -46.2% | +65.2% | -111.3% | -46.7% |
| 3Y | +39.8% | +235.6% | -195.8% | +20.4% |
| All | -8.5% | +172.3% | -180.8% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling