+29.0%
NFLX vs CVE
+317.2%
-288.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.3% | -4.0% | -5.1% |
| 7D | -4.2% | +2.5% | -6.7% | -4.6% |
| 30D | +5.5% | +16.7% | -11.3% | +2.8% |
| 3M | -4.1% | +9.3% | -13.3% | -5.7% |
| 6M | -20.7% | +43.6% | -64.3% | -25.8% |
| YTD | -16.5% | +93.6% | -110.1% | -26.2% |
| 1Y | -37.8% | +98.8% | -136.5% | -45.4% |
| 3Y | +77.9% | +73.6% | +4.3% | +56.3% |
| All | +29.0% | +317.2% | -288.3% | -7.4% |
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