+452.9%
NFLX vs CME
+305.5%
+147.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.7% | -2.8% |
| 7D | -4.4% | +2.7% | -7.1% | -5.1% |
| 30D | -11.0% | +13.5% | -24.5% | -14.3% |
| 3M | -15.5% | +20.9% | -36.4% | -20.2% |
| 6M | -28.5% | +11.5% | -40.0% | -31.1% |
| YTD | -33.1% | +19.5% | -52.6% | -37.0% |
| 1Y | -45.8% | +17.2% | -63.1% | -48.7% |
| 3Y | +40.2% | +65.1% | -25.0% | +18.9% |
| 5Y | -8.2% | +73.1% | -81.3% | -24.0% |
| All | +452.9% | +305.5% | +147.4% | +279.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling