-39.3%
NFLX vs CLS
-28.7%
-10.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -9.1% | +13.7% | +4.2% |
| 7D | +7.1% | -21.1% | +28.2% | +6.0% |
| 30D | -1.6% | -38.2% | +36.6% | -3.4% |
| 3M | -9.8% | -36.3% | +26.5% | -11.0% |
| 6M | -27.1% | -43.8% | +16.7% | -28.0% |
| YTD | -29.2% | -20.0% | -9.2% | -30.4% |
| 1Y | -39.3% | -29.6% | -9.7% | -40.6% |
| All | -39.3% | -28.7% | -10.5% | -40.6% |
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