+448.2%
NFLX vs CLS
+1,916.3%
-1,468.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | -0.1% |
| 7D | -2.0% | +16.3% | -18.3% | -4.3% |
| 30D | -11.9% | -25.7% | +13.7% | -8.7% |
| 3M | -20.6% | -30.9% | +10.3% | -17.4% |
| 6M | -29.0% | -35.5% | +6.5% | -26.9% |
| YTD | -33.7% | -18.7% | -15.0% | -36.1% |
| 1Y | -46.2% | -17.9% | -28.3% | -48.8% |
| 3Y | +39.8% | +838.1% | -798.3% | -29.8% |
| 5Y | -9.0% | +1,971.9% | -1,980.8% | -62.7% |
| All | +448.2% | +1,916.3% | -1,468.1% | +113.2% |
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