-46.2%
NFLX vs CVE
+62.9%
-109.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.5% | -0.8% |
| 7D | -2.0% | +5.9% | -7.9% | -1.7% |
| 30D | -11.9% | -10.9% | -1.1% | -12.4% |
| 3M | -20.6% | -4.5% | -16.1% | -20.9% |
| 6M | -29.0% | -1.0% | -28.0% | -29.3% |
| YTD | -33.7% | +74.7% | -108.5% | -34.0% |
| 1Y | -46.2% | +65.8% | -112.0% | -46.2% |
| All | -46.2% | +62.9% | -109.1% | -46.2% |
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