+70.7%
NFLX vs CTVA
+76.0%
-5.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.8% |
| 7D | -8.1% | -5.8% | -2.3% | -7.4% |
| 30D | -0.3% | +11.1% | -11.4% | -1.5% |
| 3M | -6.6% | +13.2% | -19.8% | -7.9% |
| 6M | -22.7% | +8.7% | -31.4% | -23.5% |
| YTD | -18.9% | +27.3% | -46.2% | -21.4% |
| 1Y | -39.8% | +18.0% | -57.8% | -41.1% |
| All | +70.7% | +76.0% | -5.3% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling