+65,302.9%
NFLX vs CTAS
+1,913.8%
+63,389.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.3% | -5.1% | -5.2% |
| 7D | -4.2% | -1.8% | -2.4% | -3.4% |
| 30D | +5.5% | -0.2% | +5.7% | +5.5% |
| 3M | -4.1% | +11.7% | -15.7% | -9.5% |
| 6M | -20.7% | +0.7% | -21.4% | -21.7% |
| YTD | -16.5% | +7.4% | -23.9% | -20.1% |
| 1Y | -37.8% | -2.1% | -35.7% | -37.8% |
| 3Y | +77.9% | +62.9% | +15.0% | +35.0% |
| 5Y | +32.5% | +111.9% | -79.4% | -10.9% |
| 10Y | +703.6% | +652.2% | +51.4% | +162.4% |
| All | +65,302.9% | +1,913.8% | +63,389.1% | +8,444.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling