-42.9%
NFLX vs CAT
+6.0%
-48.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.2% | -6.4% | +2.6% |
| 7D | +2.6% | -2.4% | +5.0% | +2.0% |
| 30D | -9.0% | -25.0% | +16.0% | -15.3% |
| 3M | -13.7% | -28.7% | +15.0% | -20.4% |
| 6M | -26.9% | -33.0% | +6.1% | -33.6% |
| YTD | -31.8% | +5.4% | -37.2% | -32.8% |
| All | -42.9% | +6.0% | -48.9% | -44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling