+65,302.9%
NFLX vs CHRW
+1,305.3%
+63,997.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.1% | -6.4% | -5.7% |
| 7D | -4.2% | -1.4% | -2.8% | -3.8% |
| 30D | +5.5% | -3.5% | +8.9% | +6.5% |
| 3M | -4.1% | -19.4% | +15.3% | +1.4% |
| 6M | -20.7% | -21.4% | +0.7% | -16.2% |
| YTD | -16.5% | -7.1% | -9.4% | -17.3% |
| 1Y | -37.8% | +17.8% | -55.6% | -43.9% |
| 3Y | +77.9% | +78.8% | -0.9% | +31.2% |
| 5Y | +32.5% | +83.5% | -51.0% | -5.0% |
| 10Y | +703.6% | +160.2% | +543.3% | +374.7% |
| All | +65,302.9% | +1,305.3% | +63,997.6% | +13,532.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling