+18.8%
NFLX vs CPNG
-76.1%
+94.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -2.0% | -6.8% | +4.8% | 0.0% |
| 30D | -11.9% | +5.5% | -17.4% | -13.3% |
| 3M | -20.6% | -6.8% | -13.8% | -19.2% |
| 6M | -29.0% | -4.8% | -24.2% | -29.2% |
| YTD | -33.7% | -35.6% | +1.9% | -26.8% |
| 1Y | -46.2% | -46.8% | +0.6% | -37.1% |
| 3Y | +39.8% | -0.8% | +40.6% | +29.1% |
| 5Y | -9.0% | -42.9% | +33.9% | -14.0% |
| All | +18.8% | -76.1% | +94.9% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling