+99,946.0%
NFLX vs CME
+7,469.3%
+92,476.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.3% | -5.1% | -5.3% |
| 7D | -4.2% | -1.6% | -2.7% | -3.8% |
| 30D | +5.5% | +6.2% | -0.8% | +3.2% |
| 3M | -4.1% | +10.4% | -14.5% | -7.5% |
| 6M | -20.7% | -9.5% | -11.2% | -18.3% |
| YTD | -16.5% | +6.0% | -22.6% | -18.7% |
| 1Y | -37.8% | +9.3% | -47.0% | -40.0% |
| 3Y | +77.9% | +57.7% | +20.2% | +49.4% |
| 5Y | +32.5% | +77.7% | -45.2% | +6.4% |
| 10Y | +703.6% | +281.2% | +422.3% | +368.0% |
| All | +99,946.0% | +7,469.3% | +92,476.7% | +13,681.5% |
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