-2.7%
NFLX vs CMS
+32.6%
-35.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -3.1% |
| 7D | +2.1% | -1.3% | +3.5% | +2.3% |
| 30D | -9.0% | +6.3% | -15.3% | -9.5% |
| 3M | -14.0% | -2.1% | -11.9% | -13.8% |
| 6M | -28.2% | -5.1% | -23.1% | -27.8% |
| YTD | -32.4% | +1.3% | -33.6% | -32.2% |
| 1Y | -42.2% | -1.4% | -40.8% | -42.0% |
| 3Y | +45.9% | +36.9% | +8.9% | +40.7% |
| All | -2.7% | +32.6% | -35.2% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling