+52,774.0%
NFLX vs CCI
+3,104.0%
+49,669.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.5% |
| 7D | -0.3% | +3.2% | -3.5% | -1.0% |
| 30D | -10.0% | +12.2% | -22.2% | -12.5% |
| 3M | -17.1% | +23.1% | -40.2% | -21.4% |
| 6M | -27.7% | +1.3% | -28.9% | -28.5% |
| YTD | -32.5% | +4.5% | -37.0% | -34.1% |
| 1Y | -43.5% | +2.3% | -45.8% | -44.6% |
| 3Y | +41.4% | +9.8% | +31.6% | +33.7% |
| 5Y | -2.2% | -36.5% | +34.3% | +4.6% |
| 10Y | +448.1% | +64.7% | +383.4% | +362.6% |
| All | +52,774.0% | +3,104.0% | +49,669.9% | +22,340.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling