-46.2%
NFLX vs CME
+17.3%
-63.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.6% | -1.1% |
| 7D | -2.0% | +3.9% | -5.9% | -3.2% |
| 30D | -11.9% | +11.3% | -23.3% | -14.9% |
| 3M | -20.6% | +19.6% | -40.1% | -25.0% |
| 6M | -29.0% | +8.1% | -37.1% | -30.9% |
| YTD | -33.7% | +20.4% | -54.1% | -39.6% |
| 1Y | -46.2% | +16.5% | -62.7% | -49.4% |
| All | -46.2% | +17.3% | -63.5% | -49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling