+423.4%
NFLX vs CLF
+92.7%
+330.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.0% | -6.1% | 0.0% |
| 7D | +2.6% | -14.1% | +16.7% | +4.3% |
| 30D | -9.0% | -5.5% | -3.5% | -9.0% |
| 3M | -13.7% | 0.0% | -13.7% | -14.7% |
| 6M | -26.9% | +11.3% | -38.2% | -29.5% |
| YTD | -31.8% | -7.7% | -24.1% | -33.2% |
| 1Y | -42.1% | +17.5% | -59.6% | -45.4% |
| 3Y | +47.0% | -25.4% | +72.4% | +40.5% |
| 5Y | -2.5% | -46.0% | +43.5% | -4.2% |
| 10Y | +423.4% | +80.1% | +343.3% | +314.7% |
| All | +423.4% | +92.7% | +330.7% | +314.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling