-8.5%
NFLX vs CMG
-5.7%
-2.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -2.0% | +2.5% | -4.5% | -3.0% |
| 30D | -11.9% | +15.6% | -27.5% | -17.3% |
| 3M | -20.6% | +8.2% | -28.8% | -23.6% |
| 6M | -29.0% | +9.9% | -38.9% | -33.4% |
| YTD | -33.7% | -4.6% | -29.1% | -34.4% |
| 1Y | -46.2% | +12.4% | -58.6% | -51.1% |
| 3Y | +39.8% | -18.0% | +57.8% | +32.0% |
| All | -8.5% | -5.7% | -2.8% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling