+27.0%
NFLX vs CAH
+392.8%
-365.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | +0.3% |
| 7D | -8.1% | -5.1% | -3.0% | -7.1% |
| 30D | +1.6% | -1.8% | +3.4% | +2.0% |
| 3M | -7.3% | +9.4% | -16.7% | -9.0% |
| 6M | -21.6% | +9.2% | -30.8% | -23.1% |
| YTD | -18.9% | +15.7% | -34.6% | -21.5% |
| 1Y | -39.1% | +59.7% | -98.8% | -45.2% |
| 3Y | +71.7% | +178.5% | -106.8% | +33.3% |
| 5Y | +27.0% | +398.3% | -371.3% | -23.9% |
| All | +27.0% | +392.8% | -365.9% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling