+42.3%
NFLX vs CL
+38.7%
+3.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | -0.3% | +2.6% | -2.8% | -0.4% |
| 30D | -10.0% | +11.8% | -21.8% | -10.4% |
| 3M | -17.1% | +5.9% | -23.0% | -17.4% |
| 6M | -27.7% | +13.3% | -41.0% | -27.8% |
| YTD | -32.5% | +27.1% | -59.6% | -31.7% |
| 1Y | -43.5% | +28.0% | -71.5% | -42.8% |
| All | +42.3% | +38.7% | +3.6% | +44.7% |
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