+448.2%
NFLX vs CAH
+418.0%
+30.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -1.9% | -1.1% |
| 7D | -2.0% | +3.5% | -5.4% | -2.7% |
| 30D | -11.9% | +13.5% | -25.4% | -14.2% |
| 3M | -20.6% | +21.8% | -42.4% | -23.7% |
| 6M | -29.0% | +51.5% | -80.5% | -34.9% |
| YTD | -33.7% | +38.1% | -71.8% | -38.2% |
| 1Y | -46.2% | +37.7% | -83.9% | -49.8% |
| 3Y | +39.8% | +179.6% | -139.8% | +11.1% |
| 5Y | -9.0% | +504.9% | -513.9% | -39.8% |
| All | +448.2% | +418.0% | +30.2% | +258.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling