-39.3%
NFLX vs CMS
+1.4%
-40.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.4% | +3.3% | +4.2% |
| 7D | +7.1% | +4.1% | +3.0% | +5.7% |
| 30D | -1.6% | +10.9% | -12.5% | -4.8% |
| 3M | -9.8% | -0.2% | -9.5% | -9.9% |
| 6M | -27.1% | -4.7% | -22.3% | -25.6% |
| YTD | -29.2% | +3.9% | -33.1% | -27.5% |
| 1Y | -39.3% | +0.4% | -39.6% | -37.3% |
| All | -39.3% | +1.4% | -40.6% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling