+670.3%
NFLX vs CB
+214.7%
+455.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.4% | -1.6% |
| 7D | -5.0% | -0.6% | -4.4% | -4.8% |
| 30D | +3.5% | -3.9% | +7.4% | +4.5% |
| 3M | -7.1% | +4.9% | -12.0% | -8.2% |
| 6M | -22.5% | +3.3% | -25.7% | -23.1% |
| YTD | -18.1% | +8.5% | -26.6% | -19.8% |
| 1Y | -38.3% | +22.1% | -60.4% | -41.3% |
| 3Y | +73.4% | +70.1% | +3.3% | +50.7% |
| 5Y | +26.7% | +97.4% | -70.7% | +5.4% |
| 10Y | +670.3% | +216.8% | +453.5% | +480.0% |
| All | +670.3% | +214.7% | +455.6% | +480.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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