+45.9%
NFLX vs CNH
+7.0%
+38.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.8% | -6.0% | -3.4% |
| 7D | +2.1% | -1.7% | +3.8% | +2.2% |
| 30D | -9.0% | -7.2% | -1.8% | -8.9% |
| 3M | -14.0% | +6.5% | -20.5% | -14.2% |
| 6M | -28.2% | +7.9% | -36.0% | -28.4% |
| YTD | -32.4% | +26.6% | -59.0% | -33.8% |
| 1Y | -42.2% | +13.8% | -56.0% | -42.8% |
| 3Y | +45.9% | +9.2% | +36.7% | +41.9% |
| All | +45.9% | +7.0% | +38.8% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling