+53,350.7%
NFLX vs CLS
+609.9%
+52,740.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.9% | -7.0% | -0.9% |
| 7D | +2.6% | -10.6% | +13.1% | +4.7% |
| 30D | -9.0% | -38.4% | +29.4% | +0.1% |
| 3M | -13.7% | -29.9% | +16.1% | -9.1% |
| 6M | -26.9% | -40.6% | +13.7% | -22.2% |
| YTD | -31.8% | -24.6% | -7.2% | -33.6% |
| 1Y | -42.1% | -30.8% | -11.3% | -43.4% |
| 3Y | +47.0% | +811.7% | -764.8% | -35.5% |
| 5Y | -2.5% | +1,838.4% | -1,840.9% | -66.0% |
| 10Y | +423.4% | +1,751.5% | -1,328.1% | +66.1% |
| All | +53,350.7% | +609.9% | +52,740.7% | +10,490.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling