-39.3%
NFLX vs CL
+33.4%
-72.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.3% | +1.4% | +3.8% |
| 7D | +7.1% | +7.7% | -0.6% | +5.0% |
| 30D | -1.6% | +15.2% | -16.9% | -4.9% |
| 3M | -9.8% | +7.3% | -17.1% | -11.5% |
| 6M | -27.1% | +17.0% | -44.1% | -28.9% |
| YTD | -29.2% | +28.0% | -57.2% | -31.5% |
| 1Y | -39.3% | +32.1% | -71.4% | -41.4% |
| All | -39.3% | +33.4% | -72.7% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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