-38.3%
NFLX vs CAT
+96.4%
-134.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -1.7% |
| 7D | -5.0% | +5.6% | -10.6% | -4.0% |
| 30D | +3.5% | -2.3% | +5.9% | +3.2% |
| 3M | -7.1% | -10.0% | +2.9% | -9.1% |
| 6M | -22.5% | +21.2% | -43.7% | -22.0% |
| YTD | -18.1% | +44.4% | -62.6% | -17.1% |
| 1Y | -38.3% | +96.3% | -134.6% | -33.5% |
| All | -38.3% | +96.4% | -134.7% | -33.5% |
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