+29.0%
NFLX vs CL
+28.4%
+0.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.5% | -3.9% | -5.2% |
| 7D | -4.2% | -2.2% | -2.1% | -4.0% |
| 30D | +5.5% | -4.8% | +10.3% | +6.1% |
| 3M | -4.1% | +4.9% | -9.0% | -4.4% |
| 6M | -20.7% | -5.7% | -15.0% | -20.2% |
| YTD | -16.5% | +14.4% | -30.9% | -17.4% |
| 1Y | -37.8% | +8.7% | -46.5% | -38.2% |
| 3Y | +77.9% | +30.0% | +47.9% | +65.3% |
| All | +29.0% | +28.4% | +0.6% | +20.9% |
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 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