-38.3%
NFLX vs CP
+19.5%
-57.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.9% |
| 7D | -5.0% | +2.4% | -7.4% | -5.0% |
| 30D | +3.5% | -0.5% | +4.1% | +3.6% |
| 3M | -7.1% | +1.4% | -8.5% | -7.2% |
| 6M | -22.5% | +10.3% | -32.8% | -21.9% |
| YTD | -18.1% | +24.3% | -42.4% | -13.9% |
| 1Y | -38.3% | +20.4% | -58.8% | -36.3% |
| All | -38.3% | +19.5% | -57.8% | -36.3% |
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