+670.3%
NFLX vs CMS
+117.1%
+553.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | -5.0% | +1.2% | -6.2% | -5.2% |
| 30D | +3.5% | -3.2% | +6.7% | +4.0% |
| 3M | -7.1% | -2.2% | -4.9% | -6.8% |
| 6M | -22.5% | -9.4% | -13.0% | -21.4% |
| YTD | -18.1% | +0.7% | -18.8% | -18.1% |
| 1Y | -38.3% | +0.4% | -38.7% | -38.4% |
| 3Y | +73.4% | +35.2% | +38.2% | +64.1% |
| 5Y | +26.7% | +24.1% | +2.5% | +21.0% |
| 10Y | +670.3% | +115.8% | +554.5% | +560.4% |
| All | +670.3% | +117.1% | +553.2% | +560.4% |
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