+670.3%
NFLX vs CAT
+1,126.6%
-456.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.1% |
| 7D | -5.0% | +5.6% | -10.6% | -6.2% |
| 30D | +3.5% | -2.3% | +5.9% | +3.9% |
| 3M | -7.1% | -10.0% | +2.9% | -6.0% |
| 6M | -22.5% | +21.2% | -43.7% | -28.6% |
| YTD | -18.1% | +44.4% | -62.6% | -29.0% |
| 1Y | -38.3% | +96.3% | -134.6% | -51.9% |
| 3Y | +73.4% | +203.9% | -130.5% | +15.0% |
| 5Y | +26.7% | +333.5% | -306.8% | -26.6% |
| 10Y | +670.3% | +1,126.0% | -455.7% | +203.0% |
| All | +670.3% | +1,126.6% | -456.3% | +203.0% |
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