-46.2%
NFLX vs CP
+31.6%
-77.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -2.0% | +2.1% | -4.1% | -2.2% |
| 30D | -11.9% | +9.3% | -21.3% | -12.3% |
| 3M | -20.6% | +0.5% | -21.0% | -20.8% |
| 6M | -29.0% | +10.4% | -39.4% | -29.1% |
| YTD | -33.7% | +28.7% | -62.4% | -30.8% |
| 1Y | -46.2% | +33.2% | -79.3% | -41.9% |
| All | -46.2% | +31.6% | -77.7% | -41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling