+452.9%
NFLX vs CCJ
+778.2%
-325.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.6% | -2.3% |
| 7D | -4.4% | +5.0% | -9.4% | -5.3% |
| 30D | -11.0% | -16.7% | +5.7% | -8.4% |
| 3M | -15.5% | -27.5% | +12.0% | -11.1% |
| 6M | -28.5% | -38.6% | +10.1% | -22.9% |
| YTD | -33.1% | -21.5% | -11.6% | -32.3% |
| 1Y | -45.8% | -22.3% | -23.5% | -45.2% |
| 3Y | +40.2% | +69.9% | -29.7% | +15.9% |
| 5Y | -8.2% | +163.6% | -171.7% | -33.3% |
| All | +452.9% | +778.2% | -325.3% | +212.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling