+41.0%
NFLX vs CB
+72.3%
-31.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -2.9% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | -11.0% | +7.4% | -18.4% | -12.1% |
| 3M | -15.5% | +8.6% | -24.1% | -16.6% |
| 6M | -28.5% | +16.1% | -44.6% | -29.9% |
| YTD | -33.1% | +20.2% | -53.3% | -34.8% |
| 1Y | -45.8% | +27.2% | -73.0% | -47.5% |
| All | +41.0% | +72.3% | -31.3% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling