-39.3%
NFLX vs CVE
+73.4%
-112.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -7.6% | +12.3% | +4.3% |
| 7D | +7.1% | -12.1% | +19.2% | +6.5% |
| 30D | -1.6% | -9.8% | +8.1% | -2.2% |
| 3M | -9.8% | -0.7% | -9.0% | -10.4% |
| 6M | -27.1% | -4.3% | -22.7% | -27.4% |
| YTD | -29.2% | +70.6% | -99.8% | -30.4% |
| 1Y | -39.3% | +73.2% | -112.4% | -40.5% |
| All | -39.3% | +73.4% | -112.6% | -40.5% |
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