-38.3%
NFLX vs CNH
+20.6%
-58.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.6% | +3.7% | -2.3% |
| 7D | -5.0% | +8.8% | -13.8% | -4.4% |
| 30D | +3.5% | +24.7% | -21.1% | +5.4% |
| 3M | -7.1% | +27.3% | -34.4% | -5.3% |
| 6M | -22.5% | +23.2% | -45.6% | -21.3% |
| YTD | -18.1% | +48.9% | -67.0% | -15.0% |
| 1Y | -38.3% | +19.4% | -57.7% | -36.6% |
| All | -38.3% | +20.6% | -58.9% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling