+102.5%
NFLX vs CLBK
+63.6%
+38.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | -2.8% | +2.2% | -4.9% | -3.1% |
| 30D | -8.6% | +5.0% | -13.6% | -9.3% |
| 3M | -13.7% | +3.3% | -17.0% | -14.3% |
| 6M | -24.5% | +29.6% | -54.1% | -27.9% |
| YTD | -31.2% | +62.1% | -93.3% | -37.1% |
| 1Y | -43.2% | +64.3% | -107.6% | -48.3% |
| 3Y | +44.3% | +55.6% | -11.3% | +29.1% |
| 5Y | -1.9% | +29.3% | -31.1% | -9.7% |
| All | +102.5% | +63.6% | +38.9% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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