+29.0%
NFLX vs CLF
-47.7%
+76.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.8% | -7.1% | -5.6% |
| 7D | -4.2% | +7.6% | -11.8% | -5.4% |
| 30D | +5.5% | -1.2% | +6.6% | +5.4% |
| 3M | -4.1% | -13.4% | +9.3% | -2.6% |
| 6M | -20.7% | +15.4% | -36.1% | -24.2% |
| YTD | -16.5% | -5.9% | -10.7% | -18.0% |
| 1Y | -37.8% | +18.8% | -56.6% | -42.9% |
| 3Y | +77.9% | -19.4% | +97.3% | +67.2% |
| All | +29.0% | -47.7% | +76.7% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling