-43.5%
NFLX vs CEG
-26.7%
-16.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -1.1% |
| 7D | -0.3% | +1.7% | -1.9% | -0.2% |
| 30D | -10.0% | -10.2% | +0.2% | -9.8% |
| 3M | -17.1% | -0.8% | -16.2% | -17.3% |
| 6M | -27.7% | -11.5% | -16.2% | -27.3% |
| YTD | -32.5% | -23.9% | -8.7% | -32.8% |
| 1Y | -43.5% | -25.4% | -18.1% | -44.1% |
| All | -43.5% | -26.7% | -16.8% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 1y: compounded portfolio wealth divided by compounded CEG 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…
1y analysis · Full analysis span regression · 6 months rolling