+27.0%
NFLX vs CBOE
+148.7%
-121.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -8.1% | -0.8% | -7.3% | -8.0% |
| 30D | -0.3% | +2.7% | -3.0% | -1.1% |
| 3M | -6.6% | +0.7% | -7.3% | -7.1% |
| 6M | -22.7% | -2.0% | -20.7% | -23.1% |
| YTD | -18.9% | +17.1% | -36.0% | -22.8% |
| 1Y | -39.8% | +26.5% | -66.3% | -43.8% |
| 3Y | +71.7% | +96.1% | -24.4% | +29.9% |
| All | +27.0% | +148.7% | -121.7% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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