+39.8%
NFLX vs CTVA
+49.4%
-9.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.2% |
| 7D | -2.0% | -20.8% | +18.8% | +0.6% |
| 30D | -11.9% | -29.6% | +17.7% | -8.3% |
| 3M | -20.6% | -16.9% | -3.7% | -19.1% |
| 6M | -29.0% | -24.3% | -4.8% | -26.9% |
| YTD | -33.7% | -5.6% | -28.1% | -34.0% |
| 1Y | -46.2% | -4.2% | -42.0% | -46.5% |
| 3Y | +39.8% | +43.3% | -3.5% | +32.6% |
| All | +39.8% | +49.4% | -9.6% | +32.6% |
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