+42.3%
NFLX vs CLX
-8.8%
+51.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.2% |
| 7D | -0.3% | +13.6% | -13.9% | -1.9% |
| 30D | -10.0% | +29.1% | -39.1% | -12.8% |
| 3M | -17.1% | +1.6% | -18.7% | -18.1% |
| 6M | -27.7% | +18.7% | -46.4% | -29.2% |
| YTD | -32.5% | +11.1% | -43.6% | -34.0% |
| 1Y | -43.5% | +7.0% | -50.5% | -44.7% |
| All | +42.3% | -8.8% | +51.1% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling