+76.6%
NFLX vs CEG
+182.6%
-106.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.9% | -10.2% | -5.9% |
| 7D | -4.2% | +8.0% | -12.3% | -5.1% |
| 30D | +5.5% | +12.9% | -7.5% | +3.9% |
| 3M | -4.1% | +13.2% | -17.2% | -5.6% |
| 6M | -20.7% | -7.0% | -13.7% | -20.4% |
| YTD | -16.5% | -15.0% | -1.5% | -15.5% |
| 1Y | -37.8% | -2.7% | -35.0% | -38.6% |
| All | +76.6% | +182.6% | -106.0% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling