+667.4%
NFLX vs CRL
+249.3%
+418.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.5% |
| 7D | -8.1% | -6.9% | -1.1% | -6.2% |
| 30D | +1.6% | -3.2% | +4.8% | +2.5% |
| 3M | -7.3% | +46.5% | -53.9% | -17.3% |
| 6M | -21.6% | +63.1% | -84.7% | -33.1% |
| YTD | -18.9% | +36.9% | -55.8% | -27.5% |
| 1Y | -39.1% | +78.1% | -117.2% | -50.4% |
| 3Y | +71.7% | +36.7% | +35.0% | +41.0% |
| 5Y | +27.0% | -38.1% | +65.0% | +38.8% |
| All | +667.4% | +249.3% | +418.1% | +325.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling