-39.8%
NFLX vs CEG
-1.7%
-38.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -0.9% |
| 7D | -8.1% | +1.3% | -9.4% | -8.1% |
| 30D | -0.3% | +8.8% | -9.2% | -0.5% |
| 3M | -6.6% | +17.0% | -23.6% | -6.9% |
| 6M | -22.7% | -8.7% | -13.9% | -22.1% |
| YTD | -18.9% | -16.4% | -2.5% | -18.9% |
| 1Y | -39.8% | -1.8% | -38.1% | -38.8% |
| All | -39.8% | -1.7% | -38.1% | -38.8% |
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