+26.7%
NFLX vs CRL
-37.4%
+64.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.3% |
| 7D | -5.0% | -0.6% | -4.4% | -4.9% |
| 30D | +3.5% | +5.0% | -1.4% | +2.5% |
| 3M | -7.1% | +50.6% | -57.7% | -15.0% |
| 6M | -22.5% | +60.9% | -83.4% | -30.7% |
| YTD | -18.1% | +40.7% | -58.9% | -24.9% |
| 1Y | -38.3% | +73.3% | -111.6% | -46.6% |
| 3Y | +73.4% | +40.6% | +32.8% | +49.1% |
| 5Y | +26.7% | -37.0% | +63.7% | +34.6% |
| All | +26.7% | -37.4% | +64.1% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling