+8,916.5%
NFLX vs CVE
+89.9%
+8,826.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.8% |
| 6M | -20.7% | +43.6% | -64.3% | -25.7% |
| YTD | -16.5% | +93.6% | -110.1% | -25.8% |
| 1Y | -37.8% | +98.8% | -136.5% | -45.0% |
| 3Y | +77.9% | +73.6% | +4.3% | +57.8% |
| 5Y | +32.5% | +312.5% | -280.0% | -0.5% |
| 10Y | +703.6% | +161.0% | +542.5% | +498.7% |
| All | +8,916.5% | +89.9% | +8,826.5% | +6,999.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling