+687.9%
NFLX vs CHRW
+170.5%
+517.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -8.1% | +4.1% | -12.2% | -8.8% |
| 30D | -0.3% | +1.9% | -2.2% | -0.8% |
| 3M | -6.6% | -21.2% | +14.6% | -2.8% |
| 6M | -22.7% | -16.7% | -6.0% | -20.9% |
| YTD | -18.9% | -5.4% | -13.5% | -19.7% |
| 1Y | -39.8% | +21.2% | -61.0% | -44.1% |
| 3Y | +71.7% | +86.5% | -14.8% | +37.2% |
| 5Y | +27.2% | +93.0% | -65.8% | 0.0% |
| 10Y | +687.9% | +174.5% | +513.4% | +453.9% |
| All | +687.9% | +170.5% | +517.3% | +453.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling