-37.8%
NFLX vs CRS
+102.1%
-139.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.7% | -7.0% | -5.3% |
| 7D | -4.2% | -0.2% | -4.0% | -4.2% |
| 30D | +5.5% | -16.6% | +22.1% | +4.7% |
| 3M | -4.1% | -3.5% | -0.6% | -4.5% |
| 6M | -20.7% | +15.4% | -36.1% | -20.9% |
| YTD | -16.5% | +51.2% | -67.7% | -17.0% |
| 1Y | -37.8% | +98.3% | -136.1% | -38.9% |
| All | -37.8% | +102.1% | -139.8% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling