+667.4%
NFLX vs CAG
-35.7%
+703.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.3% |
| 7D | -8.1% | -5.9% | -2.2% | -7.3% |
| 30D | +1.6% | -1.5% | +3.2% | +1.8% |
| 3M | -7.3% | +11.5% | -18.8% | -8.6% |
| 6M | -21.6% | -15.7% | -5.9% | -20.2% |
| YTD | -18.9% | -10.2% | -8.7% | -18.2% |
| 1Y | -39.1% | -18.1% | -21.0% | -37.9% |
| 3Y | +71.7% | -39.4% | +111.1% | +79.9% |
| 5Y | +27.0% | -42.6% | +69.5% | +33.2% |
| All | +667.4% | -35.7% | +703.1% | +660.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling