+27.2%
NFLX vs CME
+76.2%
-49.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -8.1% | -0.6% | -7.5% | -7.9% |
| 30D | -0.3% | +4.7% | -5.0% | -2.1% |
| 3M | -6.6% | +7.8% | -14.4% | -9.4% |
| 6M | -22.7% | -11.0% | -11.7% | -19.6% |
| YTD | -18.9% | +4.0% | -22.9% | -20.7% |
| 1Y | -39.8% | +9.1% | -48.9% | -42.3% |
| 3Y | +71.7% | +52.3% | +19.4% | +40.2% |
| 5Y | +27.2% | +76.1% | -48.9% | -5.0% |
| All | +27.2% | +76.2% | -49.0% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling