-8.5%
NFLX vs CLF
-42.8%
+34.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | -0.4% |
| 7D | -2.0% | +10.4% | -12.4% | -3.5% |
| 30D | -11.9% | +0.6% | -12.5% | -12.7% |
| 3M | -20.6% | +4.1% | -24.7% | -22.2% |
| 6M | -29.0% | +15.1% | -44.1% | -32.5% |
| YTD | -33.7% | -4.7% | -29.0% | -35.8% |
| 1Y | -46.2% | +20.4% | -66.5% | -50.3% |
| 3Y | +39.8% | -23.4% | +63.2% | +33.2% |
| All | -8.5% | -42.8% | +34.3% | -13.0% |
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