+52,899.3%
NFLX vs CL
+520.5%
+52,378.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -2.4% |
| 7D | +2.1% | +1.3% | +0.8% | +1.6% |
| 30D | -9.0% | +11.4% | -20.4% | -12.9% |
| 3M | -14.0% | +4.4% | -18.4% | -15.5% |
| 6M | -28.2% | +10.8% | -38.9% | -31.2% |
| YTD | -32.4% | +25.1% | -57.5% | -38.7% |
| 1Y | -42.2% | +28.0% | -70.2% | -48.2% |
| 3Y | +45.9% | +37.6% | +8.2% | +22.9% |
| 5Y | -1.8% | +39.7% | -41.5% | -19.1% |
| 10Y | +419.6% | +75.8% | +343.8% | +270.7% |
| All | +52,899.3% | +520.5% | +52,378.9% | +20,725.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling