+41.0%
NFLX vs CMS
+37.0%
+4.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.9% |
| 7D | -4.4% | -1.3% | -3.1% | -4.4% |
| 30D | -11.0% | +5.3% | -16.3% | -10.9% |
| 3M | -15.5% | -0.3% | -15.2% | -15.6% |
| 6M | -28.5% | -4.0% | -24.4% | -28.5% |
| YTD | -33.1% | +2.1% | -35.3% | -32.2% |
| 1Y | -45.8% | -4.7% | -41.1% | -45.7% |
| All | +41.0% | +37.0% | +4.0% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling