-35.7%
NFLX vs CTVA
+18.2%
-53.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | -1.1% | -4.5% | +3.4% | -0.7% |
| 30D | +4.3% | +11.3% | -7.0% | +3.9% |
| 3M | -4.8% | +12.3% | -17.1% | -4.6% |
| 6M | -18.4% | +7.2% | -25.6% | -18.3% |
| YTD | -17.4% | +26.0% | -43.5% | -17.8% |
| 1Y | -35.7% | +16.0% | -51.7% | -35.3% |
| All | -35.7% | +18.2% | -53.9% | -35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling