-2.7%
NFLX vs CVE
+142.8%
-145.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.2% |
| 7D | +2.1% | -16.1% | +18.3% | +4.6% |
| 30D | -9.0% | -10.4% | +1.4% | -7.8% |
| 3M | -14.0% | -2.4% | -11.6% | -14.2% |
| 6M | -28.2% | -4.4% | -23.7% | -28.4% |
| YTD | -32.4% | +64.9% | -97.3% | -39.1% |
| 1Y | -42.2% | +66.0% | -108.2% | -48.0% |
| 3Y | +45.9% | +57.7% | -11.8% | +29.2% |
| All | -2.7% | +142.8% | -145.5% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling