+29.0%
NFLX vs CAT
+322.3%
-293.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.7% | -7.1% | -5.6% |
| 7D | -4.2% | +1.7% | -6.0% | -4.5% |
| 30D | +5.5% | -6.6% | +12.0% | +6.5% |
| 3M | -4.1% | -13.3% | +9.2% | -2.7% |
| 6M | -20.7% | +11.6% | -32.3% | -25.0% |
| YTD | -16.5% | +42.9% | -59.5% | -27.0% |
| 1Y | -37.8% | +95.4% | -133.2% | -51.3% |
| 3Y | +77.9% | +196.6% | -118.7% | +17.5% |
| All | +29.0% | +322.3% | -293.3% | -27.4% |
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