+667.4%
NFLX vs CG
+321.9%
+345.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.3% | +0.8% |
| 7D | -8.1% | -9.8% | +1.7% | -4.8% |
| 30D | +1.6% | -10.3% | +11.9% | +5.3% |
| 3M | -7.3% | -1.7% | -5.6% | -7.3% |
| 6M | -21.6% | -9.8% | -11.8% | -19.8% |
| YTD | -18.9% | -25.6% | +6.7% | -12.1% |
| 1Y | -39.1% | -32.5% | -6.6% | -32.2% |
| 3Y | +71.7% | +45.6% | +26.0% | +35.1% |
| 5Y | +27.0% | +3.7% | +23.3% | +10.7% |
| All | +667.4% | +321.9% | +345.5% | +304.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling