+667.4%
NFLX vs CTAS
+675.6%
-8.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -8.1% | -1.3% | -6.8% | -7.5% |
| 30D | +1.6% | -3.1% | +4.7% | +2.9% |
| 3M | -7.3% | +10.3% | -17.6% | -11.4% |
| 6M | -21.6% | +1.6% | -23.2% | -22.7% |
| YTD | -18.9% | +6.3% | -25.3% | -21.6% |
| 1Y | -39.1% | -0.5% | -38.6% | -39.5% |
| 3Y | +71.7% | +64.6% | +7.1% | +33.5% |
| 5Y | +27.0% | +106.0% | -79.1% | -10.0% |
| All | +667.4% | +675.6% | -8.3% | +206.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling