+448.2%
NFLX vs CTAS
+814.6%
-366.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.7% |
| 7D | -2.0% | +2.0% | -4.0% | -2.8% |
| 30D | -11.9% | +8.7% | -20.6% | -15.1% |
| 3M | -20.6% | +13.3% | -33.8% | -24.8% |
| 6M | -29.0% | +39.4% | -68.4% | -38.8% |
| YTD | -33.7% | +21.5% | -55.2% | -39.5% |
| 1Y | -46.2% | +21.9% | -68.0% | -51.0% |
| 3Y | +39.8% | +73.6% | -33.9% | +6.5% |
| 5Y | -9.0% | +116.2% | -125.2% | -37.4% |
| All | +448.2% | +814.6% | -366.4% | +101.3% |
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