+26.7%
NFLX vs CTAS
+114.7%
-88.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | +3.5% | -1.0% | +4.5% | +4.0% |
| 3M | -7.1% | +15.8% | -22.9% | -15.1% |
| 6M | -22.5% | -1.0% | -21.5% | -22.6% |
| YTD | -18.1% | +7.4% | -25.5% | -22.2% |
| 1Y | -38.3% | -0.1% | -38.2% | -38.9% |
| 3Y | +73.4% | +66.3% | +7.1% | +9.4% |
| 5Y | +26.7% | +111.0% | -84.3% | -36.7% |
| All | +26.7% | +114.7% | -88.0% | -36.7% |
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