+695.5%
NFLX vs CLS
+2,969.5%
-2,273.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.6% | -7.5% | -2.8% |
| 7D | -5.0% | +12.8% | -17.8% | -7.0% |
| 30D | +3.5% | +3.8% | -0.3% | +2.4% |
| 3M | -7.1% | -14.6% | +7.5% | -6.2% |
| 6M | -22.5% | +32.2% | -54.7% | -29.4% |
| YTD | -18.1% | +11.6% | -29.7% | -23.7% |
| 1Y | -38.3% | +35.1% | -73.4% | -46.1% |
| 3Y | +73.4% | +1,312.5% | -1,239.2% | -18.1% |
| 5Y | +26.7% | +3,542.1% | -3,515.4% | -52.1% |
| All | +695.5% | +2,969.5% | -2,273.9% | +188.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling