-43.2%
NFLX vs CVE
+60.9%
-104.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | +2.2% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | -8.6% | -10.8% | +2.2% | -9.2% |
| 3M | -13.7% | -4.3% | -9.4% | -14.3% |
| 6M | -24.5% | -1.5% | -23.0% | -24.9% |
| YTD | -31.2% | +70.7% | -101.9% | -31.2% |
| 1Y | -43.2% | +58.1% | -101.3% | -42.9% |
| All | -43.2% | +60.9% | -104.1% | -42.9% |
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