+670.3%
NFLX vs CPRT
+411.2%
+259.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -0.2% |
| 7D | -5.0% | +0.4% | -5.4% | -5.3% |
| 30D | +3.5% | +9.9% | -6.4% | -1.7% |
| 3M | -7.1% | +5.6% | -12.7% | -10.4% |
| 6M | -22.5% | -13.6% | -8.9% | -17.4% |
| YTD | -18.1% | -16.7% | -1.4% | -11.3% |
| 1Y | -38.3% | -33.1% | -5.2% | -25.6% |
| 3Y | +73.4% | -27.1% | +100.4% | +94.2% |
| 5Y | +26.7% | -9.9% | +36.5% | +25.1% |
| 10Y | +670.3% | +415.3% | +255.0% | +298.0% |
| All | +670.3% | +411.2% | +259.1% | +298.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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