-2.5%
NFLX vs CVE
+135.1%
-137.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.8% |
| 7D | +2.6% | -10.1% | +12.7% | +4.0% |
| 30D | -9.0% | -12.1% | +3.1% | -7.6% |
| 3M | -13.7% | -1.9% | -11.9% | -14.1% |
| 6M | -26.9% | -1.8% | -25.1% | -27.4% |
| YTD | -31.8% | +65.8% | -97.6% | -38.6% |
| 1Y | -42.1% | +60.8% | -102.9% | -47.6% |
| 3Y | +47.0% | +70.1% | -23.2% | +28.4% |
| 5Y | -2.5% | +134.8% | -137.3% | -22.8% |
| All | -2.5% | +135.1% | -137.6% | -22.8% |
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