+64,065.9%
NFLX vs CAH
+690.5%
+63,375.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.0% |
| 7D | -5.0% | +0.5% | -5.5% | -5.1% |
| 30D | +3.5% | +1.7% | +1.8% | +2.9% |
| 3M | -7.1% | +17.9% | -25.0% | -12.0% |
| 6M | -22.5% | +10.9% | -33.4% | -25.3% |
| YTD | -18.1% | +17.9% | -36.0% | -22.9% |
| 1Y | -38.3% | +61.7% | -100.0% | -48.0% |
| 3Y | +73.4% | +183.7% | -110.4% | +19.7% |
| 5Y | +26.7% | +401.3% | -374.7% | -29.1% |
| 10Y | +670.3% | +293.7% | +376.7% | +327.3% |
| All | +64,065.9% | +690.5% | +63,375.4% | +22,141.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling