-35.7%
NFLX vs CAG
-18.8%
-16.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | -1.1% | -5.7% | +4.6% | -0.4% |
| 30D | +4.3% | -2.4% | +6.7% | +4.6% |
| 3M | -4.8% | +9.8% | -14.6% | -5.1% |
| 6M | -18.4% | -10.8% | -7.6% | -20.3% |
| YTD | -17.4% | -10.8% | -6.6% | -18.4% |
| 1Y | -35.7% | -19.0% | -16.7% | -38.4% |
| All | -35.7% | -18.8% | -16.9% | -38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling