+52,899.3%
NFLX vs CLF
+313.7%
+52,585.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.5% |
| 7D | +2.1% | -19.6% | +21.7% | +5.1% |
| 30D | -9.0% | -5.0% | -4.0% | -9.0% |
| 3M | -14.0% | -6.3% | -7.7% | -14.2% |
| 6M | -28.2% | +2.8% | -30.9% | -30.0% |
| YTD | -32.4% | -13.7% | -18.7% | -33.2% |
| 1Y | -42.2% | +13.6% | -55.8% | -45.3% |
| 3Y | +45.9% | -34.0% | +79.8% | +41.4% |
| 5Y | -1.8% | -48.7% | +46.9% | -2.9% |
| 10Y | +419.6% | +113.4% | +306.2% | +264.2% |
| All | +52,899.3% | +313.7% | +52,585.6% | +16,306.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling