+27.0%
NFLX vs CHD
+19.7%
+7.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | -8.1% | -4.7% | -3.3% | -7.4% |
| 30D | +1.6% | -8.3% | +10.0% | +2.8% |
| 3M | -7.3% | -4.0% | -3.3% | -6.8% |
| 6M | -21.6% | -6.5% | -15.1% | -21.0% |
| YTD | -18.9% | +13.1% | -32.0% | -20.1% |
| 1Y | -39.1% | +2.3% | -41.4% | -39.3% |
| 3Y | +71.7% | +1.8% | +69.9% | +68.0% |
| 5Y | +27.0% | +20.6% | +6.4% | +18.7% |
| All | +27.0% | +19.7% | +7.3% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling