-39.2%
NFLX vs CLS
+35.2%
-74.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.6% | -7.5% | -1.7% |
| 7D | -5.0% | +12.8% | -17.8% | -4.7% |
| 30D | +3.5% | +3.8% | -0.3% | +3.7% |
| 3M | -7.1% | -14.6% | +7.5% | -7.2% |
| 6M | -22.5% | +32.2% | -54.7% | -23.0% |
| YTD | -18.1% | +11.6% | -29.7% | -18.4% |
| All | -39.2% | +35.2% | -74.4% | -40.5% |
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