+47.0%
NFLX vs CTAS
+73.4%
-26.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | +2.6% | -0.7% | +3.3% | +2.9% |
| 30D | -9.0% | +10.3% | -19.3% | -11.8% |
| 3M | -13.7% | +10.2% | -23.9% | -16.4% |
| 6M | -26.9% | +34.4% | -61.3% | -33.6% |
| YTD | -31.8% | +19.6% | -51.4% | -35.7% |
| 1Y | -42.1% | +21.8% | -63.9% | -45.8% |
| 3Y | +47.0% | +74.1% | -27.2% | +24.3% |
| All | +47.0% | +73.4% | -26.4% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling