+885.2%
NFLX vs CFG
+347.0%
+538.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.1% |
| 7D | +2.1% | -0.9% | +3.0% | +2.3% |
| 30D | -9.0% | +1.1% | -10.1% | -9.2% |
| 3M | -14.0% | -12.0% | -2.0% | -11.7% |
| 6M | -28.2% | -2.2% | -25.9% | -28.0% |
| YTD | -32.4% | +11.4% | -43.8% | -34.4% |
| 1Y | -42.2% | +27.8% | -70.0% | -45.7% |
| 3Y | +45.9% | +173.3% | -127.4% | +12.9% |
| 5Y | -1.8% | +62.4% | -64.2% | -15.6% |
| 10Y | +419.6% | +249.6% | +170.1% | +227.6% |
| All | +885.2% | +347.0% | +538.1% | +464.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling