+76.6%
NFLX vs CLS
+1,245.2%
-1,168.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.8% | -6.2% | -5.4% |
| 7D | -4.2% | +4.6% | -8.8% | -4.8% |
| 30D | +5.5% | -13.9% | +19.4% | +6.7% |
| 3M | -4.1% | -26.6% | +22.5% | -1.8% |
| 6M | -20.7% | +15.4% | -36.1% | -24.7% |
| YTD | -16.5% | +5.7% | -22.2% | -20.3% |
| 1Y | -37.8% | +41.1% | -78.9% | -44.8% |
| All | +76.6% | +1,245.2% | -1,168.6% | -10.0% |
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