+452.9%
NFLX vs CAT
+703.2%
-250.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.0% |
| 7D | -4.4% | +9.3% | -13.7% | -6.3% |
| 30D | -11.0% | -21.5% | +10.5% | -6.4% |
| 3M | -15.5% | -29.1% | +13.6% | -9.4% |
| 6M | -28.5% | -33.4% | +4.9% | -23.3% |
| YTD | -33.1% | +6.6% | -39.7% | -38.4% |
| 1Y | -45.8% | +6.5% | -52.4% | -50.3% |
| 3Y | +40.2% | +162.7% | -122.5% | -6.5% |
| 5Y | -8.2% | +214.2% | -222.4% | -43.4% |
| All | +452.9% | +703.2% | -250.2% | +123.1% |
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