+120.8%
NFLX vs CTVA
+223.3%
-102.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.5% | -5.2% |
| 7D | -4.2% | +4.9% | -9.2% | -5.3% |
| 30D | +5.5% | +11.9% | -6.5% | +2.9% |
| 3M | -4.1% | +13.7% | -17.7% | -7.0% |
| 6M | -20.7% | +13.1% | -33.8% | -23.2% |
| YTD | -16.5% | +32.0% | -48.5% | -22.1% |
| 1Y | -37.8% | +22.1% | -59.8% | -41.0% |
| 3Y | +77.9% | +77.5% | +0.4% | +51.9% |
| 5Y | +32.5% | +106.3% | -73.8% | +8.5% |
| All | +120.8% | +223.3% | -102.5% | +50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling