+27.0%
NFLX vs CRS
+1,391.9%
-1,364.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -8.1% | -0.5% | -7.6% | -8.0% |
| 30D | -0.3% | -18.1% | +17.8% | +3.3% |
| 3M | -6.6% | -12.4% | +5.8% | -5.0% |
| 6M | -22.7% | +15.9% | -38.6% | -26.4% |
| YTD | -18.9% | +45.8% | -64.7% | -27.0% |
| 1Y | -39.8% | +87.8% | -127.6% | -49.6% |
| 3Y | +71.7% | +648.7% | -577.0% | -1.5% |
| All | +27.0% | +1,391.9% | -1,364.9% | -41.0% |
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