+448.2%
NFLX vs CAG
-37.3%
+485.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.0% |
| 7D | -2.0% | -3.3% | +1.4% | -1.6% |
| 30D | -11.9% | +7.7% | -19.6% | -12.8% |
| 3M | -20.6% | -3.2% | -17.4% | -20.3% |
| 6M | -29.0% | +7.0% | -36.0% | -29.7% |
| YTD | -33.7% | -9.0% | -24.7% | -33.4% |
| 1Y | -46.2% | -9.6% | -36.5% | -45.9% |
| 3Y | +39.8% | -36.0% | +75.8% | +44.6% |
| 5Y | -9.0% | -40.9% | +31.9% | -5.4% |
| All | +448.2% | -37.3% | +485.4% | +418.6% |
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