+452.9%
NFLX vs CAG
-38.0%
+490.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -2.6% |
| 7D | -4.4% | -6.2% | +1.8% | -3.6% |
| 30D | -11.0% | +7.4% | -18.5% | -11.8% |
| 3M | -15.5% | -1.6% | -13.9% | -15.4% |
| 6M | -28.5% | +6.3% | -34.8% | -29.1% |
| YTD | -33.1% | -10.1% | -23.0% | -32.7% |
| 1Y | -45.8% | -10.2% | -35.6% | -45.5% |
| 3Y | +40.2% | -37.3% | +77.5% | +45.5% |
| 5Y | -8.2% | -41.6% | +33.4% | -4.4% |
| All | +452.9% | -38.0% | +490.9% | +424.0% |
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