+1,335.5%
NFLX vs CNH
+32.2%
+1,303.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.8% | -6.0% | -3.8% |
| 7D | +2.1% | -1.7% | +3.8% | +2.5% |
| 30D | -9.0% | -7.2% | -1.8% | -7.8% |
| 3M | -14.0% | +6.5% | -20.5% | -15.8% |
| 6M | -28.2% | +7.9% | -36.0% | -30.4% |
| YTD | -32.4% | +26.6% | -59.0% | -37.5% |
| 1Y | -42.2% | +13.8% | -56.0% | -45.3% |
| 3Y | +45.9% | +9.2% | +36.7% | +34.7% |
| 5Y | -1.8% | -15.6% | +13.8% | -4.6% |
| 10Y | +419.6% | +119.2% | +300.4% | +295.8% |
| All | +1,335.5% | +32.2% | +1,303.3% | +964.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling