-39.3%
NFLX vs CHRW
-10.6%
-28.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.2% | +4.4% | +4.7% |
| 7D | +7.1% | +4.9% | +2.2% | +6.8% |
| 30D | -1.6% | -4.8% | +3.2% | -1.5% |
| 3M | -9.8% | -13.1% | +3.4% | -9.3% |
| 6M | -27.1% | -16.3% | -10.7% | -27.7% |
| YTD | -29.2% | -15.8% | -13.4% | -27.7% |
| 1Y | -39.3% | -11.1% | -28.1% | -38.1% |
| All | -39.3% | -10.6% | -28.7% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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