+18,430.7%
NFLX vs CMG
+4,006.7%
+14,424.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -5.0% | -1.5% | -3.5% | -4.5% |
| 30D | +3.5% | +12.7% | -9.2% | -0.5% |
| 3M | -7.1% | +26.3% | -33.4% | -14.8% |
| 6M | -22.5% | +4.5% | -27.0% | -24.7% |
| YTD | -18.1% | -0.1% | -18.0% | -19.6% |
| 1Y | -38.3% | -6.8% | -31.5% | -38.8% |
| 3Y | +73.4% | -5.0% | +78.4% | +66.7% |
| 5Y | +26.7% | -3.0% | +29.7% | +20.6% |
| 10Y | +670.3% | +323.6% | +346.8% | +343.9% |
| All | +18,430.7% | +4,006.7% | +14,424.0% | +5,289.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling