+667.4%
NFLX vs CCJ
+1,074.4%
-407.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.5% |
| 7D | -8.1% | -3.2% | -4.9% | -7.5% |
| 30D | +1.6% | -1.3% | +3.0% | +1.7% |
| 3M | -7.3% | +2.5% | -9.8% | -8.2% |
| 6M | -21.6% | -18.9% | -2.7% | -19.6% |
| YTD | -18.9% | +6.5% | -25.4% | -21.8% |
| 1Y | -39.1% | +22.8% | -61.9% | -43.7% |
| 3Y | +71.7% | +164.5% | -92.8% | +31.5% |
| 5Y | +27.0% | +303.7% | -276.8% | -13.8% |
| All | +667.4% | +1,074.4% | -407.0% | +319.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CCJ 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling