-2.7%
NFLX vs CAPR
+142.6%
-145.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.7% | -7.9% | -3.3% |
| 7D | +2.1% | +41.1% | -38.9% | +2.1% |
| 30D | -9.0% | +11.1% | -20.1% | -9.0% |
| 3M | -14.0% | +115.3% | -129.3% | -13.9% |
| 6M | -28.2% | -73.8% | +45.7% | -28.2% |
| YTD | -32.4% | -68.8% | +36.4% | -32.4% |
| 1Y | -42.2% | +43.3% | -85.5% | -42.5% |
| 3Y | +45.9% | +214.7% | -168.8% | +25.8% |
| All | -2.7% | +142.6% | -145.3% | -20.4% |
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