+681.4%
NFLX vs CHD
+126.1%
+555.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | -1.1% | -4.5% | +3.4% | -0.1% |
| 30D | +4.3% | -6.7% | +11.0% | +5.9% |
| 3M | -4.8% | -2.7% | -2.0% | -4.2% |
| 6M | -18.4% | -4.9% | -13.5% | -17.6% |
| YTD | -17.4% | +13.3% | -30.8% | -19.9% |
| 1Y | -35.7% | +1.0% | -36.7% | -36.1% |
| 3Y | +73.8% | +1.3% | +72.5% | +69.7% |
| 5Y | +29.3% | +20.8% | +8.4% | +17.6% |
| All | +681.4% | +126.1% | +555.3% | +511.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling