+29.0%
NFLX vs CB
+99.7%
-70.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.9% | -3.4% | -4.9% |
| 7D | -4.2% | +0.5% | -4.7% | -4.3% |
| 30D | +5.5% | -3.1% | +8.6% | +6.2% |
| 3M | -4.1% | +9.0% | -13.0% | -5.9% |
| 6M | -20.7% | +2.9% | -23.5% | -21.3% |
| YTD | -16.5% | +10.1% | -26.6% | -18.5% |
| 1Y | -37.8% | +22.8% | -60.6% | -40.8% |
| 3Y | +77.9% | +73.8% | +4.1% | +51.2% |
| All | +29.0% | +99.7% | -70.7% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling