+26.7%
NFLX vs CHRW
+90.3%
-63.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.1% |
| 7D | -5.0% | +1.9% | -6.9% | -5.3% |
| 30D | +3.5% | +0.9% | +2.6% | +3.4% |
| 3M | -7.1% | -19.9% | +12.8% | -4.7% |
| 6M | -22.5% | -15.8% | -6.7% | -21.4% |
| YTD | -18.1% | -5.6% | -12.5% | -18.7% |
| 1Y | -38.3% | +21.0% | -59.4% | -41.7% |
| 3Y | +73.4% | +86.0% | -12.7% | +44.3% |
| 5Y | +26.7% | +88.6% | -62.0% | +8.3% |
| All | +26.7% | +90.3% | -63.6% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling