-46.2%
NFLX vs CHRW
-11.0%
-35.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -2.0% | +7.3% | -9.3% | -2.4% |
| 30D | -11.9% | -3.6% | -8.4% | -11.9% |
| 3M | -20.6% | -9.6% | -11.0% | -20.4% |
| 6M | -29.0% | -17.0% | -12.0% | -29.6% |
| YTD | -33.7% | -15.4% | -18.3% | -32.1% |
| 1Y | -46.2% | -10.0% | -36.2% | -45.0% |
| All | -46.2% | -11.0% | -35.1% | -45.0% |
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