+448.1%
NFLX vs CP
+255.2%
+192.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -0.3% | +2.8% | -3.1% | -1.3% |
| 30D | -10.0% | +11.0% | -21.1% | -13.7% |
| 3M | -17.1% | +3.8% | -20.9% | -18.4% |
| 6M | -27.7% | +9.5% | -37.2% | -30.5% |
| YTD | -32.5% | +28.2% | -60.7% | -39.6% |
| 1Y | -43.5% | +33.0% | -76.5% | -50.3% |
| 3Y | +41.4% | +35.5% | +5.9% | +19.9% |
| 5Y | -2.2% | +25.8% | -28.0% | -15.2% |
| 10Y | +448.1% | +250.7% | +197.4% | +190.4% |
| All | +448.1% | +255.2% | +192.9% | +190.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling