-2.7%
NFLX vs CL
+39.7%
-42.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -3.0% |
| 7D | +2.1% | +1.3% | +0.8% | +2.0% |
| 30D | -9.0% | +11.4% | -20.4% | -10.3% |
| 3M | -14.0% | +4.4% | -18.4% | -14.5% |
| 6M | -28.2% | +10.8% | -38.9% | -29.0% |
| YTD | -32.4% | +25.1% | -57.5% | -34.0% |
| 1Y | -42.2% | +28.0% | -70.2% | -43.7% |
| 3Y | +45.9% | +37.6% | +8.2% | +34.5% |
| All | -2.7% | +39.7% | -42.4% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling