-37.8%
NFLX vs CLS
+47.9%
-85.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.8% | -6.2% | -5.3% |
| 7D | -4.2% | +4.6% | -8.8% | -4.1% |
| 30D | +5.5% | -13.9% | +19.4% | +5.2% |
| 3M | -4.1% | -26.6% | +22.5% | -4.4% |
| 6M | -20.7% | +15.4% | -36.1% | -21.2% |
| YTD | -16.5% | +5.7% | -22.2% | -16.9% |
| 1Y | -37.8% | +41.1% | -78.9% | -38.5% |
| All | -37.8% | +47.9% | -85.7% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling