-49.2%
NFLX vs CAI
-14.7%
-34.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +3.0% | -0.6% |
| 7D | -2.0% | -8.7% | +6.7% | -1.5% |
| 30D | -11.9% | -23.8% | +11.9% | -10.8% |
| 3M | -20.6% | +3.9% | -24.4% | -21.3% |
| 6M | -29.0% | +56.8% | -85.9% | -31.3% |
| YTD | -33.7% | -14.6% | -19.1% | -35.3% |
| 1Y | -46.2% | -5.2% | -41.0% | -47.5% |
| All | -49.2% | -14.7% | -34.5% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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