+448.1%
NFLX vs CTAS
+820.8%
-372.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.5% |
| 7D | -0.3% | +0.7% | -0.9% | -0.5% |
| 30D | -10.0% | +11.3% | -21.3% | -14.1% |
| 3M | -17.1% | +11.4% | -28.5% | -21.0% |
| 6M | -27.7% | +35.6% | -63.3% | -36.9% |
| YTD | -32.5% | +20.7% | -53.2% | -38.3% |
| 1Y | -43.5% | +22.8% | -66.4% | -48.8% |
| 3Y | +41.4% | +73.4% | -32.0% | +7.8% |
| 5Y | -2.2% | +117.6% | -119.8% | -32.8% |
| 10Y | +448.1% | +818.4% | -370.4% | +102.0% |
| All | +448.1% | +820.8% | -372.7% | +102.0% |
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