+45.9%
NFLX vs CME
+66.3%
-20.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.8% | -3.2% |
| 7D | +2.1% | +0.9% | +1.2% | +1.9% |
| 30D | -9.0% | +13.2% | -22.2% | -11.5% |
| 3M | -14.0% | +16.3% | -30.2% | -16.8% |
| 6M | -28.2% | +7.1% | -35.3% | -29.6% |
| YTD | -32.4% | +15.8% | -48.2% | -34.7% |
| 1Y | -42.2% | +17.1% | -59.3% | -44.3% |
| 3Y | +45.9% | +63.2% | -17.3% | +38.3% |
| All | +45.9% | +66.3% | -20.5% | +38.3% |
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 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