+41.4%
NFLX vs CRL
+102.9%
-61.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.1% | -0.9% |
| 7D | -0.3% | -1.7% | +1.5% | -0.2% |
| 30D | -10.0% | +14.6% | -24.6% | -11.1% |
| 3M | -17.1% | +24.8% | -41.9% | -18.8% |
| 6M | -27.7% | +94.7% | -122.4% | -31.8% |
| YTD | -32.5% | +73.4% | -105.9% | -36.1% |
| 1Y | -43.5% | +104.7% | -148.2% | -47.3% |
| 3Y | +41.4% | +101.1% | -59.6% | +21.1% |
| All | +41.4% | +102.9% | -61.5% | +21.1% |
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