+452.9%
NFLX vs CL
+84.7%
+368.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.8% |
| 7D | -4.4% | -0.8% | -3.6% | -4.2% |
| 30D | -11.0% | +9.5% | -20.5% | -13.1% |
| 3M | -15.5% | +6.6% | -22.2% | -17.0% |
| 6M | -28.5% | +13.2% | -41.7% | -30.8% |
| YTD | -33.1% | +26.9% | -60.0% | -37.4% |
| 1Y | -45.8% | +27.6% | -73.4% | -49.4% |
| 3Y | +40.2% | +39.1% | +1.1% | +23.7% |
| 5Y | -8.2% | +41.3% | -49.5% | -20.3% |
| All | +452.9% | +84.7% | +368.2% | +336.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling