+65,302.9%
NFLX vs CLS
+894.7%
+64,408.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.8% | -6.2% | -5.5% |
| 7D | -4.2% | +4.6% | -8.8% | -5.5% |
| 30D | +5.5% | -13.9% | +19.4% | +8.2% |
| 3M | -4.1% | -26.6% | +22.5% | +0.4% |
| 6M | -20.7% | +15.4% | -36.1% | -27.7% |
| YTD | -16.5% | +5.7% | -22.2% | -23.2% |
| 1Y | -37.8% | +41.1% | -78.9% | -48.5% |
| 3Y | +77.9% | +1,228.6% | -1,150.7% | -27.2% |
| 5Y | +32.5% | +3,240.6% | -3,208.1% | -58.9% |
| 10Y | +703.6% | +2,760.3% | -2,056.8% | +134.1% |
| All | +65,302.9% | +894.7% | +64,408.2% | +12,158.1% |
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