+53,843.8%
NFLX vs CTAS
+2,182.9%
+51,660.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.6% |
| 7D | -2.8% | -0.8% | -2.0% | -2.4% |
| 30D | -8.6% | +10.7% | -19.3% | -13.1% |
| 3M | -13.7% | +11.0% | -24.7% | -18.1% |
| 6M | -24.5% | +38.7% | -63.2% | -36.0% |
| YTD | -31.2% | +21.8% | -52.9% | -38.1% |
| 1Y | -43.2% | +23.6% | -66.8% | -49.4% |
| 3Y | +44.3% | +74.9% | -30.6% | +6.1% |
| 5Y | -1.9% | +119.5% | -121.3% | -35.3% |
| 10Y | +462.3% | +820.2% | -357.9% | +66.0% |
| All | +53,843.8% | +2,182.9% | +51,660.9% | +6,521.6% |
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 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