+73.4%
NFLX vs CAG
-36.6%
+110.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.9% |
| 7D | -5.0% | -5.3% | +0.3% | -5.2% |
| 30D | +3.5% | +1.0% | +2.6% | +3.6% |
| 3M | -7.1% | +17.4% | -24.5% | -5.9% |
| 6M | -22.5% | -16.8% | -5.7% | -25.3% |
| YTD | -18.1% | -6.8% | -11.3% | -19.3% |
| 1Y | -38.3% | -15.4% | -22.9% | -40.1% |
| 3Y | +73.4% | -37.1% | +110.5% | +59.6% |
| All | +73.4% | -36.6% | +110.0% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling