+53,350.7%
NFLX vs CPRT
+2,880.5%
+50,470.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.2% |
| 7D | +2.6% | +1.6% | +1.0% | +1.9% |
| 30D | -9.0% | +18.8% | -27.8% | -15.4% |
| 3M | -13.7% | +9.4% | -23.2% | -17.5% |
| 6M | -26.9% | -4.4% | -22.5% | -26.3% |
| YTD | -31.8% | -17.1% | -14.7% | -27.2% |
| 1Y | -42.1% | -19.9% | -22.2% | -37.4% |
| 3Y | +47.0% | -30.5% | +77.5% | +65.6% |
| 5Y | -2.5% | -15.9% | +13.4% | +2.0% |
| 10Y | +423.4% | +386.7% | +36.7% | +174.1% |
| All | +53,350.7% | +2,880.5% | +50,470.2% | +11,971.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling