-39.8%
NFLX vs CCI
-16.2%
-23.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.8% |
| 7D | -8.1% | -0.3% | -7.8% | -8.0% |
| 30D | -0.3% | +2.1% | -2.5% | -0.6% |
| 3M | -6.6% | -17.8% | +11.2% | -3.7% |
| 6M | -22.7% | -14.2% | -8.5% | -21.4% |
| YTD | -18.9% | -13.3% | -5.6% | -18.0% |
| 1Y | -39.8% | -16.6% | -23.2% | -38.2% |
| All | -39.8% | -16.2% | -23.6% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 1y: compounded portfolio wealth divided by compounded CCI 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…
1y analysis · Full analysis span regression · 6 months rolling