+681.4%
NFLX vs CRS
+1,392.1%
-710.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +3.0% | +2.0% |
| 7D | -1.1% | -6.8% | +5.7% | 0.0% |
| 30D | +4.3% | -16.1% | +20.4% | +7.1% |
| 3M | -4.8% | -21.2% | +16.4% | -1.6% |
| 6M | -18.4% | +8.7% | -27.1% | -20.7% |
| YTD | -17.4% | +41.0% | -58.4% | -23.7% |
| 1Y | -35.7% | +82.7% | -118.4% | -43.7% |
| 3Y | +73.8% | +604.8% | -531.0% | +17.1% |
| 5Y | +29.3% | +1,384.7% | -1,355.4% | -24.6% |
| All | +681.4% | +1,392.1% | -710.6% | +368.4% |
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