+45.9%
NFLX vs CMS
+35.4%
+10.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -3.3% |
| 7D | +2.1% | -1.3% | +3.5% | +2.2% |
| 30D | -9.0% | +6.3% | -15.3% | -8.9% |
| 3M | -14.0% | -2.1% | -11.9% | -14.1% |
| 6M | -28.2% | -5.1% | -23.1% | -28.2% |
| YTD | -32.4% | +1.3% | -33.6% | -31.4% |
| 1Y | -42.2% | -1.4% | -40.8% | -41.6% |
| 3Y | +45.9% | +36.9% | +8.9% | +60.0% |
| All | +45.9% | +35.4% | +10.5% | +60.0% |
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 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