+31.3%
NFLX vs CDE
+196.4%
-165.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.7% |
| 7D | -1.1% | -3.1% | +2.0% | -0.7% |
| 30D | +4.3% | +9.5% | -5.2% | +2.9% |
| 3M | -4.8% | +25.5% | -30.2% | -8.2% |
| 6M | -18.4% | -7.9% | -10.5% | -18.9% |
| YTD | -17.4% | +15.6% | -33.0% | -21.4% |
| 1Y | -35.7% | +34.0% | -69.7% | -41.0% |
| 3Y | +73.8% | +791.9% | -718.1% | +9.6% |
| All | +31.3% | +196.4% | -165.1% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 5y: compounded portfolio wealth divided by compounded CDE 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…
5y analysis · Full analysis span regression · 6 months rolling