-39.3%
NFLX vs CRL
+85.3%
-124.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -7.3% | +12.0% | +4.8% |
| 7D | +7.1% | -12.8% | +19.8% | +7.3% |
| 30D | -1.6% | +5.0% | -6.6% | -2.1% |
| 3M | -9.8% | +39.4% | -49.1% | -11.9% |
| 6M | -27.1% | +89.4% | -116.4% | -29.5% |
| YTD | -29.2% | +63.6% | -92.8% | -32.9% |
| 1Y | -39.3% | +83.5% | -122.7% | -40.0% |
| All | -39.3% | +85.3% | -124.6% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling