+681.4%
NFLX vs CMG
+327.5%
+353.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | -1.1% | -2.1% | +1.0% | -0.4% |
| 30D | +4.3% | +10.9% | -6.6% | +0.7% |
| 3M | -4.8% | +15.8% | -20.6% | -10.3% |
| 6M | -18.4% | +6.9% | -25.4% | -21.5% |
| YTD | -17.4% | -2.2% | -15.3% | -18.5% |
| 1Y | -35.7% | -7.1% | -28.6% | -36.2% |
| 3Y | +73.8% | -7.1% | +80.9% | +67.2% |
| 5Y | +29.3% | -4.8% | +34.1% | +20.0% |
| All | +681.4% | +327.5% | +353.9% | +438.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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