+53,843.8%
NFLX vs CRL
+837.6%
+53,006.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.3% |
| 7D | -2.8% | +5.0% | -7.8% | -4.3% |
| 30D | -8.6% | +13.5% | -22.1% | -12.8% |
| 3M | -13.7% | +21.5% | -35.2% | -19.5% |
| 6M | -24.5% | +103.4% | -127.9% | -40.0% |
| YTD | -31.2% | +71.8% | -103.0% | -43.3% |
| 1Y | -43.2% | +97.5% | -140.7% | -55.4% |
| 3Y | +44.3% | +99.2% | -54.9% | +4.4% |
| 5Y | -1.9% | -12.1% | +10.3% | -9.0% |
| 10Y | +462.3% | +359.2% | +103.1% | +193.5% |
| All | +53,843.8% | +837.6% | +53,006.2% | +21,181.6% |
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 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