-2.7%
NFLX vs CAT
+181.1%
-183.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.4% |
| 7D | +2.1% | -10.3% | +12.4% | +3.7% |
| 30D | -9.0% | -31.2% | +22.2% | -4.0% |
| 3M | -14.0% | -34.7% | +20.7% | -8.7% |
| 6M | -28.2% | -39.5% | +11.3% | -23.7% |
| YTD | -32.4% | -1.7% | -30.7% | -37.9% |
| 1Y | -42.2% | -1.1% | -41.1% | -47.2% |
| 3Y | +45.9% | +143.9% | -98.0% | -6.7% |
| All | -2.7% | +181.1% | -183.8% | -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 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