+65,302.9%
NFLX vs CCJ
+2,637.2%
+62,665.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.1% | -5.5% | -5.4% |
| 7D | -4.2% | +0.7% | -5.0% | -4.4% |
| 30D | +5.5% | +6.9% | -1.4% | +3.7% |
| 3M | -4.1% | -11.6% | +7.6% | -2.2% |
| 6M | -20.7% | -16.2% | -4.5% | -19.0% |
| YTD | -16.5% | +10.1% | -26.7% | -20.5% |
| 1Y | -37.8% | +32.3% | -70.0% | -44.1% |
| 3Y | +77.9% | +171.3% | -93.4% | +30.7% |
| 5Y | +32.5% | +372.4% | -339.9% | -17.9% |
| 10Y | +703.6% | +1,070.0% | -366.5% | +262.2% |
| All | +65,302.9% | +2,637.2% | +62,665.7% | +20,566.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling