+48.0%
NFLX vs CPNG
-76.2%
+124.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.2% | +1.0% |
| 7D | -1.1% | -1.1% | 0.0% | -0.8% |
| 30D | +4.3% | -7.4% | +11.7% | +6.5% |
| 3M | -4.8% | -12.3% | +7.6% | -1.7% |
| 6M | -18.4% | -19.4% | +1.0% | -15.2% |
| YTD | -17.4% | -35.9% | +18.5% | -8.6% |
| 1Y | -35.7% | -53.4% | +17.7% | -21.7% |
| 3Y | +73.8% | -20.0% | +93.8% | +72.0% |
| 5Y | +29.3% | -49.6% | +78.8% | +23.4% |
| All | +48.0% | -76.2% | +124.2% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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