+74.4%
NFLX vs CL
+30.5%
+43.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.5% | -3.9% | -5.3% |
| 7D | -4.2% | -2.2% | -2.1% | -4.2% |
| 30D | +5.5% | -4.8% | +10.3% | +5.6% |
| 3M | -4.1% | +4.9% | -9.0% | -3.7% |
| 6M | -20.7% | -5.7% | -15.0% | -20.7% |
| YTD | -16.5% | +14.4% | -30.9% | -15.4% |
| 1Y | -37.8% | +8.7% | -46.5% | -37.2% |
| All | +74.4% | +30.5% | +43.9% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling