-8.5%
NFLX vs CAT
+210.5%
-219.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.7% |
| 7D | -2.0% | +7.4% | -9.4% | -3.0% |
| 30D | -11.9% | -19.7% | +7.7% | -9.3% |
| 3M | -20.6% | -29.6% | +9.0% | -16.6% |
| 6M | -29.0% | -33.2% | +4.2% | -25.8% |
| YTD | -33.7% | +5.7% | -39.4% | -39.8% |
| 1Y | -46.2% | +9.3% | -55.5% | -51.8% |
| 3Y | +39.8% | +158.3% | -118.5% | -11.0% |
| All | -8.5% | +210.5% | -219.0% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling