+29.0%
NFLX vs CAPR
+84.7%
-55.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.3% | -6.6% | -5.3% |
| 7D | -4.2% | -2.0% | -2.3% | -4.2% |
| 30D | +5.5% | +139.2% | -133.7% | +5.5% |
| 3M | -4.1% | -66.4% | +62.3% | -4.1% |
| 6M | -20.7% | -63.1% | +42.5% | -20.7% |
| YTD | -16.5% | -67.4% | +50.9% | -16.6% |
| 1Y | -37.8% | +58.2% | -96.0% | -38.5% |
| 3Y | +77.9% | +42.2% | +35.7% | +63.6% |
| All | +29.0% | +84.7% | -55.7% | +6.4% |
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