+4,251.3%
NFLX vs CBOE
+1,025.9%
+3,225.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.5% |
| 7D | -5.0% | -4.6% | -0.4% | -3.9% |
| 30D | +3.5% | +2.6% | +0.9% | +2.6% |
| 3M | -7.1% | +4.9% | -12.0% | -8.9% |
| 6M | -22.5% | -2.2% | -20.3% | -23.1% |
| YTD | -18.1% | +17.7% | -35.8% | -22.8% |
| 1Y | -38.3% | +26.1% | -64.4% | -43.0% |
| 3Y | +73.4% | +97.1% | -23.7% | +37.4% |
| 5Y | +26.7% | +149.2% | -122.5% | -7.3% |
| 10Y | +670.3% | +385.1% | +285.2% | +341.5% |
| All | +4,251.3% | +1,025.9% | +3,225.4% | +1,539.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling