-39.3%
NFLX vs CAH
+38.5%
-77.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.6% | +1.1% | +4.0% |
| 7D | +7.1% | +7.0% | +0.1% | +5.7% |
| 30D | -1.6% | +12.4% | -14.0% | -3.8% |
| 3M | -9.8% | +12.2% | -21.9% | -11.6% |
| 6M | -27.1% | +33.2% | -60.3% | -30.3% |
| YTD | -29.2% | +28.4% | -57.6% | -32.1% |
| 1Y | -39.3% | +35.0% | -74.3% | -42.8% |
| All | -39.3% | +38.5% | -77.8% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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