+423.4%
NFLX vs CAT
+725.4%
-302.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.2% | -6.4% | -0.7% |
| 7D | +2.6% | -2.4% | +5.0% | +2.9% |
| 30D | -9.0% | -25.0% | +16.0% | -3.4% |
| 3M | -13.7% | -28.7% | +15.0% | -7.7% |
| 6M | -26.9% | -33.0% | +6.1% | -21.8% |
| YTD | -31.8% | +5.4% | -37.2% | -37.0% |
| 1Y | -42.1% | +7.3% | -49.3% | -46.9% |
| 3Y | +47.0% | +166.0% | -119.1% | -2.2% |
| 5Y | -2.5% | +210.1% | -212.6% | -39.6% |
| 10Y | +423.4% | +712.5% | -289.2% | +122.9% |
| All | +423.4% | +725.4% | -302.0% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 CAT 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