+27.0%
NFLX vs CNC
+3.0%
+24.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -8.1% | -4.9% | -3.2% | -7.8% |
| 30D | -0.3% | -3.8% | +3.4% | -0.1% |
| 3M | -6.6% | -3.2% | -3.4% | -6.5% |
| 6M | -22.7% | +47.9% | -70.5% | -24.8% |
| YTD | -18.9% | +55.7% | -74.6% | -21.4% |
| 1Y | -39.8% | +106.2% | -146.1% | -42.6% |
| 3Y | +71.7% | -2.1% | +73.8% | +68.3% |
| All | +27.0% | +3.0% | +24.0% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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