+114.5%
NFLX vs CTVA
+210.9%
-96.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -8.1% | -4.7% | -3.4% | -7.1% |
| 30D | +1.6% | +11.1% | -9.5% | -0.7% |
| 3M | -7.3% | +13.7% | -21.0% | -10.2% |
| 6M | -21.6% | +11.2% | -32.8% | -23.8% |
| YTD | -18.9% | +26.9% | -45.8% | -23.7% |
| 1Y | -39.1% | +18.8% | -57.9% | -41.9% |
| 3Y | +71.7% | +75.9% | -4.3% | +46.7% |
| 5Y | +27.0% | +105.2% | -78.3% | +4.1% |
| All | +114.5% | +210.9% | -96.4% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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