+45.9%
NFLX vs CAT
+140.6%
-94.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.3% |
| 7D | +2.1% | -10.3% | +12.4% | +2.2% |
| 30D | -9.0% | -31.2% | +22.2% | -8.6% |
| 3M | -14.0% | -34.7% | +20.7% | -13.4% |
| 6M | -28.2% | -39.5% | +11.3% | -27.9% |
| YTD | -32.4% | -1.7% | -30.7% | -38.3% |
| 1Y | -42.2% | -1.1% | -41.1% | -47.5% |
| 3Y | +45.9% | +143.9% | -98.0% | +3.6% |
| All | +45.9% | +140.6% | -94.7% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling