+7,454.2%
NFLX vs CVE
+62.8%
+7,391.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.5% | -0.8% |
| 7D | +5.7% | -14.1% | +19.7% | +8.0% |
| 30D | -4.6% | -11.6% | +7.1% | -3.0% |
| 3M | -11.6% | 0.0% | -11.7% | -12.1% |
| 6M | -25.4% | -8.4% | -17.0% | -25.0% |
| YTD | -30.1% | +65.9% | -96.0% | -36.5% |
| 1Y | -40.3% | +69.4% | -109.7% | -46.1% |
| 3Y | +51.6% | +55.9% | -4.3% | +36.5% |
| 5Y | +1.5% | +146.2% | -144.6% | -17.3% |
| 10Y | +437.2% | +140.6% | +296.6% | +300.7% |
| All | +7,454.2% | +62.8% | +7,391.5% | +5,972.0% |
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 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