+1,671.4%
NFLX vs CNH
+64.7%
+1,606.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.0% | -9.4% | -6.2% |
| 7D | -4.2% | +23.3% | -27.5% | -8.5% |
| 30D | +5.5% | +33.5% | -28.0% | -1.1% |
| 3M | -4.1% | +32.7% | -36.8% | -10.3% |
| 6M | -20.7% | +22.2% | -42.9% | -25.1% |
| YTD | -16.5% | +57.7% | -74.2% | -26.0% |
| 1Y | -37.8% | +28.0% | -65.8% | -42.3% |
| 3Y | +77.9% | +11.5% | +66.4% | +65.8% |
| 5Y | +32.5% | +11.9% | +20.6% | +21.6% |
| 10Y | +703.6% | +162.8% | +540.8% | +491.4% |
| All | +1,671.4% | +64.7% | +1,606.8% | +1,159.7% |
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