+50.8%
NFLX vs CVE
+54.6%
-3.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.5% | -1.0% |
| 7D | +5.7% | -14.1% | +19.7% | +7.0% |
| 30D | -4.6% | -11.6% | +7.1% | -3.7% |
| 3M | -11.6% | 0.0% | -11.7% | -12.3% |
| 6M | -25.4% | -8.4% | -17.0% | -25.3% |
| YTD | -30.1% | +65.9% | -96.0% | -36.2% |
| 1Y | -40.3% | +69.4% | -109.7% | -45.8% |
| All | +50.8% | +54.6% | -3.8% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling