-8.5%
NFLX vs CRS
+800.5%
-809.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.4% |
| 3M | -20.6% | -45.5% | +24.9% | -12.1% |
| 6M | -29.0% | -33.1% | +4.1% | -25.3% |
| YTD | -33.7% | -7.2% | -26.5% | -36.0% |
| 1Y | -46.2% | -10.0% | -36.1% | -47.8% |
| 3Y | +39.8% | +332.3% | -292.5% | -12.8% |
| All | -8.5% | +800.5% | -809.1% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling