-39.3%
NFLX vs CLX
-6.5%
-32.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.7% | -1.0% | +3.2% |
| 7D | +7.1% | +14.2% | -7.1% | +3.8% |
| 30D | -1.6% | +22.7% | -24.3% | -6.2% |
| 3M | -9.8% | -2.8% | -7.0% | -10.3% |
| 6M | -27.1% | +17.7% | -44.7% | -28.9% |
| YTD | -29.2% | +3.3% | -32.5% | -31.8% |
| 1Y | -39.3% | -5.6% | -33.6% | -41.6% |
| All | -39.3% | -6.5% | -32.7% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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