+133.1%
NFLX vs CARR
+421.5%
-288.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.6% |
| 7D | -1.1% | -3.8% | +2.7% | -0.5% |
| 30D | +4.3% | -8.9% | +13.2% | +5.9% |
| 3M | -4.8% | -17.3% | +12.6% | -2.1% |
| 6M | -18.4% | -1.4% | -17.0% | -19.4% |
| YTD | -17.4% | +10.0% | -27.4% | -20.3% |
| 1Y | -35.7% | -6.4% | -29.3% | -36.0% |
| 3Y | +73.8% | +1.5% | +72.2% | +67.2% |
| 5Y | +29.3% | +9.3% | +20.0% | +16.0% |
| All | +133.1% | +421.5% | -288.4% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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