+448.2%
NFLX vs CRS
+790.4%
-342.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.4% |
| 7D | -2.0% | +4.8% | -6.8% | -2.8% |
| 30D | -11.9% | -23.2% | +11.2% | -8.8% |
| 3M | -20.6% | -45.5% | +24.9% | -13.2% |
| 6M | -29.0% | -33.1% | +4.1% | -25.5% |
| YTD | -33.7% | -7.2% | -26.5% | -35.1% |
| 1Y | -46.2% | -10.0% | -36.1% | -47.0% |
| 3Y | +39.8% | +332.3% | -292.5% | +0.7% |
| 5Y | -9.0% | +801.9% | -810.8% | -43.7% |
| All | +448.2% | +790.4% | -342.3% | +244.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling