+65,302.9%
NFLX vs CRL
+689.3%
+64,613.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.7% | -3.7% | -4.9% |
| 7D | -4.2% | -1.0% | -3.2% | -3.9% |
| 30D | +5.5% | +10.7% | -5.2% | +2.3% |
| 3M | -4.1% | +55.3% | -59.3% | -16.1% |
| 6M | -20.7% | +60.7% | -81.3% | -32.3% |
| YTD | -16.5% | +44.6% | -61.2% | -26.9% |
| 1Y | -37.8% | +77.7% | -115.5% | -49.4% |
| 3Y | +77.9% | +37.6% | +40.3% | +45.9% |
| 5Y | +32.5% | -35.8% | +68.3% | +36.4% |
| 10Y | +703.6% | +241.7% | +461.8% | +362.3% |
| All | +65,302.9% | +689.3% | +64,613.6% | +27,353.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling