+29.0%
NFLX vs CFG
+101.4%
-72.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.1% | -5.3% | -5.3% |
| 7D | -4.2% | +1.5% | -5.8% | -4.6% |
| 30D | +5.5% | -3.8% | +9.3% | +6.4% |
| 3M | -4.1% | +11.5% | -15.5% | -6.9% |
| 6M | -20.7% | +19.2% | -39.9% | -24.5% |
| YTD | -16.5% | +23.7% | -40.2% | -21.8% |
| 1Y | -37.8% | +38.8% | -76.6% | -43.9% |
| 3Y | +77.9% | +178.9% | -101.0% | +23.2% |
| All | +29.0% | +101.4% | -72.4% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling