+73.4%
NFLX vs CCI
-10.9%
+84.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | -5.0% | +0.2% | -5.2% | -5.0% |
| 30D | +3.5% | +0.5% | +3.0% | +3.5% |
| 3M | -7.1% | -16.3% | +9.2% | -7.5% |
| 6M | -22.5% | -13.9% | -8.5% | -22.9% |
| YTD | -18.1% | -12.4% | -5.7% | -18.5% |
| 1Y | -38.3% | -15.2% | -23.1% | -38.7% |
| 3Y | +73.4% | -9.9% | +83.2% | +85.9% |
| All | +73.4% | -10.9% | +84.3% | +85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling