+70.7%
NFLX vs CRL
+38.7%
+32.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -8.1% | -4.6% | -3.5% | -7.7% |
| 30D | -0.3% | +0.5% | -0.8% | -0.4% |
| 3M | -6.6% | +46.6% | -53.2% | -9.6% |
| 6M | -22.7% | +57.3% | -79.9% | -25.8% |
| YTD | -18.9% | +39.5% | -58.4% | -21.6% |
| 1Y | -39.8% | +76.9% | -116.7% | -43.2% |
| All | +70.7% | +38.7% | +32.1% | +56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling