+670.3%
NFLX vs CFG
+313.6%
+356.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.7% |
| 7D | -5.0% | +2.7% | -7.7% | -5.5% |
| 30D | +3.5% | -3.7% | +7.2% | +4.2% |
| 3M | -7.1% | +9.5% | -16.6% | -8.8% |
| 6M | -22.5% | +22.2% | -44.7% | -25.5% |
| YTD | -18.1% | +22.3% | -40.4% | -21.6% |
| 1Y | -38.3% | +39.4% | -77.8% | -42.6% |
| 3Y | +73.4% | +188.5% | -115.1% | +37.3% |
| 5Y | +26.7% | +101.5% | -74.9% | +7.1% |
| 10Y | +670.3% | +308.6% | +361.7% | +437.4% |
| All | +670.3% | +313.6% | +356.7% | +437.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling