-39.3%
NFLX vs CTAS
+25.6%
-64.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.4% | +2.3% | +4.0% |
| 7D | +7.1% | +7.6% | -0.5% | +5.0% |
| 30D | -1.6% | +17.2% | -18.9% | -5.9% |
| 3M | -9.8% | +12.8% | -22.5% | -12.8% |
| 6M | -27.1% | +38.0% | -65.0% | -33.4% |
| YTD | -29.2% | +22.7% | -51.9% | -31.9% |
| 1Y | -39.3% | +25.6% | -64.9% | -41.0% |
| All | -39.3% | +25.6% | -64.9% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling