+423.4%
NFLX vs CMS
+127.7%
+295.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.8% |
| 7D | +2.6% | -0.9% | +3.5% | +2.7% |
| 30D | -9.0% | +7.1% | -16.1% | -9.9% |
| 3M | -13.7% | -1.3% | -12.5% | -13.6% |
| 6M | -26.9% | -2.7% | -24.2% | -26.7% |
| YTD | -31.8% | +2.6% | -34.4% | -32.0% |
| 1Y | -42.1% | -2.0% | -40.1% | -41.9% |
| 3Y | +47.0% | +39.6% | +7.3% | +38.7% |
| 5Y | -2.5% | +35.3% | -37.8% | -8.1% |
| 10Y | +423.4% | +132.3% | +291.0% | +357.0% |
| All | +423.4% | +127.7% | +295.7% | +357.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling