+52,899.3%
NFLX vs CMS
+664.4%
+52,234.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.6% |
| 7D | +2.1% | -1.3% | +3.5% | +2.6% |
| 30D | -9.0% | +6.3% | -15.3% | -10.8% |
| 3M | -14.0% | -2.1% | -11.9% | -13.4% |
| 6M | -28.2% | -5.1% | -23.1% | -27.0% |
| YTD | -32.4% | +1.3% | -33.6% | -32.8% |
| 1Y | -42.2% | -1.4% | -40.8% | -42.1% |
| 3Y | +45.9% | +36.9% | +8.9% | +28.6% |
| 5Y | -1.8% | +32.5% | -34.3% | -13.9% |
| 10Y | +419.6% | +126.8% | +292.9% | +255.6% |
| All | +52,899.3% | +664.4% | +52,234.9% | +15,497.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling