+53,843.8%
NFLX vs CCJ
+1,919.3%
+51,924.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.6% |
| 7D | -2.8% | +3.7% | -6.5% | -3.6% |
| 30D | -8.6% | -13.7% | +5.1% | -6.0% |
| 3M | -13.7% | -24.7% | +11.0% | -9.0% |
| 6M | -24.5% | -38.1% | +13.7% | -17.6% |
| YTD | -31.2% | -18.8% | -12.4% | -30.5% |
| 1Y | -43.2% | -19.5% | -23.7% | -42.7% |
| 3Y | +44.3% | +75.9% | -31.6% | +16.4% |
| 5Y | -1.9% | +173.1% | -175.0% | -31.3% |
| 10Y | +462.3% | +813.5% | -351.2% | +166.3% |
| All | +53,843.8% | +1,919.3% | +51,924.5% | +17,989.0% |
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