+76.6%
NFLX vs CME
+56.2%
+20.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.3% | -5.1% | -5.3% |
| 7D | -4.2% | -1.6% | -2.7% | -4.0% |
| 30D | +5.5% | +6.2% | -0.8% | +4.1% |
| 3M | -4.1% | +10.4% | -14.5% | -6.2% |
| 6M | -20.7% | -9.5% | -11.2% | -19.9% |
| YTD | -16.5% | +6.0% | -22.6% | -17.7% |
| 1Y | -37.8% | +9.3% | -47.0% | -38.9% |
| All | +76.6% | +56.2% | +20.4% | +70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling