+45.9%
NFLX vs CLS
+703.9%
-658.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.3% |
| 7D | +2.1% | -22.2% | +24.3% | +4.1% |
| 30D | -9.0% | -44.4% | +35.4% | -4.9% |
| 3M | -14.0% | -34.3% | +20.3% | -11.8% |
| 6M | -28.2% | -50.1% | +21.9% | -25.1% |
| YTD | -32.4% | -30.1% | -2.3% | -33.6% |
| 1Y | -42.2% | -39.3% | -2.9% | -42.6% |
| 3Y | +45.9% | +732.7% | -686.9% | -21.8% |
| All | +45.9% | +703.9% | -658.0% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling