+448.1%
NFLX vs CHRW
+126.6%
+321.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.3% | -3.4% | +3.1% | +0.4% |
| 30D | -10.0% | -9.4% | -0.7% | -8.4% |
| 3M | -17.1% | -12.6% | -4.4% | -15.3% |
| 6M | -27.7% | -24.2% | -3.5% | -24.8% |
| YTD | -32.5% | -18.9% | -13.7% | -31.4% |
| 1Y | -43.5% | -13.7% | -29.8% | -43.5% |
| 3Y | +41.4% | +72.6% | -31.1% | +13.0% |
| 5Y | -2.2% | +55.6% | -57.8% | -19.7% |
| 10Y | +448.1% | +122.7% | +325.3% | +312.9% |
| All | +448.1% | +126.6% | +321.5% | +312.9% |
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