+448.2%
NFLX vs CFG
+216.2%
+232.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -2.0% | +3.2% | -5.2% | -2.6% |
| 30D | -11.9% | +5.1% | -17.1% | -12.8% |
| 3M | -20.6% | -11.2% | -9.3% | -18.9% |
| 6M | -29.0% | +9.6% | -38.6% | -30.4% |
| YTD | -33.7% | +15.0% | -48.7% | -35.8% |
| 1Y | -46.2% | +29.9% | -76.0% | -49.2% |
| 3Y | +39.8% | +192.1% | -152.3% | +10.5% |
| 5Y | -9.0% | +62.3% | -71.2% | -20.4% |
| All | +448.2% | +216.2% | +232.0% | +351.5% |
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