+70.7%
NFLX vs CMG
-7.5%
+78.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -8.1% | -3.8% | -4.2% | -7.3% |
| 30D | +1.6% | +12.9% | -11.3% | -0.9% |
| 3M | -7.3% | +18.8% | -26.1% | -11.3% |
| 6M | -21.6% | +4.1% | -25.7% | -23.0% |
| YTD | -18.9% | -2.4% | -16.6% | -19.5% |
| 1Y | -39.1% | -6.7% | -32.4% | -39.2% |
| All | +70.7% | -7.5% | +78.2% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling