+49.6%
NFLX vs CPNG
-75.9%
+125.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.4% | -3.9% | -4.9% |
| 7D | -4.2% | -7.4% | +3.2% | -2.1% |
| 30D | +5.5% | -4.4% | +9.9% | +6.7% |
| 3M | -4.1% | -7.5% | +3.4% | -3.1% |
| 6M | -20.7% | -19.9% | -0.7% | -17.4% |
| YTD | -16.5% | -35.2% | +18.6% | -7.8% |
| 1Y | -37.8% | -46.8% | +9.0% | -27.4% |
| 3Y | +77.9% | -20.2% | +98.0% | +76.2% |
| 5Y | +32.5% | -48.4% | +80.9% | +26.0% |
| All | +49.6% | -75.9% | +125.5% | +46.7% |
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