+27.2%
NFLX vs CLX
-37.0%
+64.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.6% |
| 7D | -8.1% | -4.9% | -3.2% | -7.3% |
| 30D | -0.3% | -15.8% | +15.5% | +2.4% |
| 3M | -6.6% | -7.9% | +1.3% | -5.4% |
| 6M | -22.7% | -19.0% | -3.6% | -20.4% |
| YTD | -18.9% | -7.9% | -11.0% | -18.4% |
| 1Y | -39.8% | -25.4% | -14.4% | -37.4% |
| 3Y | +71.7% | -35.0% | +106.7% | +81.6% |
| 5Y | +27.2% | -36.8% | +64.0% | +27.7% |
| All | +27.2% | -37.0% | +64.2% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling