-37.8%
NFLX vs CVE
+99.6%
-137.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.3% | -4.0% | -5.3% |
| 7D | -4.2% | +2.5% | -6.7% | -4.3% |
| 30D | +5.5% | +16.7% | -11.3% | +5.1% |
| 3M | -4.1% | +9.3% | -13.3% | -4.3% |
| 6M | -20.7% | +43.6% | -64.3% | -21.4% |
| YTD | -16.5% | +93.6% | -110.1% | -18.8% |
| 1Y | -37.8% | +98.8% | -136.5% | -38.9% |
| All | -37.8% | +99.6% | -137.4% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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