+80,972.4%
NFLX vs CME
+8,169.9%
+72,802.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.8% | -3.1% |
| 7D | +2.1% | +0.9% | +1.2% | +1.8% |
| 30D | -9.0% | +13.2% | -22.2% | -12.8% |
| 3M | -14.0% | +16.3% | -30.2% | -18.4% |
| 6M | -28.2% | +7.1% | -35.3% | -30.2% |
| YTD | -32.4% | +15.8% | -48.2% | -36.1% |
| 1Y | -42.2% | +17.1% | -59.3% | -45.6% |
| 3Y | +45.9% | +63.2% | -17.3% | +21.2% |
| 5Y | -1.8% | +70.2% | -72.0% | -20.1% |
| 10Y | +419.6% | +337.0% | +82.6% | +188.5% |
| All | +80,972.4% | +8,169.9% | +72,802.5% | +10,727.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling