-2.5%
NFLX vs CTAS
+114.0%
-116.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | +2.6% | -0.7% | +3.3% | +3.0% |
| 30D | -9.0% | +10.3% | -19.3% | -13.9% |
| 3M | -13.7% | +10.2% | -23.9% | -18.5% |
| 6M | -26.9% | +34.4% | -61.3% | -38.9% |
| YTD | -31.8% | +19.6% | -51.4% | -39.1% |
| 1Y | -42.1% | +21.8% | -63.9% | -48.9% |
| 3Y | +47.0% | +74.1% | -27.2% | -8.1% |
| 5Y | -2.5% | +114.0% | -116.6% | -53.6% |
| All | -2.5% | +114.0% | -116.5% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling