+681.4%
NFLX vs CRH
+253.3%
+428.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.5% |
| 7D | -1.1% | -6.1% | +5.0% | +0.9% |
| 30D | +4.3% | -9.3% | +13.6% | +7.5% |
| 3M | -4.8% | -15.2% | +10.4% | +0.1% |
| 6M | -18.4% | -14.2% | -4.2% | -15.3% |
| YTD | -17.4% | -28.3% | +10.8% | -9.3% |
| 1Y | -35.7% | -21.8% | -13.9% | -31.9% |
| 3Y | +73.8% | +71.6% | +2.2% | +34.6% |
| 5Y | +29.3% | +96.6% | -67.3% | -7.5% |
| All | +681.4% | +253.3% | +428.1% | +338.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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