-28.2%
NFLX vs CAT
-38.6%
+10.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.0% |
| 7D | +2.1% | -10.3% | +12.4% | -1.7% |
| 30D | -9.0% | -31.2% | +22.2% | -20.4% |
| 3M | -14.0% | -34.7% | +20.7% | -25.7% |
| 6M | -28.2% | -39.5% | +11.3% | -40.4% |
| All | -28.2% | -38.6% | +10.4% | -40.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling