+131.2%
NFLX vs CARR
+436.5%
-305.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | -5.0% | +3.2% | -8.2% | -5.5% |
| 30D | +3.5% | -7.7% | +11.2% | +4.9% |
| 3M | -7.1% | -11.9% | +4.8% | -5.6% |
| 6M | -22.5% | +2.0% | -24.5% | -23.8% |
| YTD | -18.1% | +13.2% | -31.3% | -21.4% |
| 1Y | -38.3% | -8.5% | -29.8% | -38.3% |
| 3Y | +73.4% | +5.0% | +68.4% | +65.9% |
| 5Y | +26.7% | +12.0% | +14.7% | +13.1% |
| All | +131.2% | +436.5% | -305.3% | +123.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling