+51,846.2%
NFLX vs CCI
+3,157.1%
+48,689.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -1.2% |
| 7D | -2.0% | +2.5% | -4.5% | -2.6% |
| 30D | -11.9% | +14.4% | -26.4% | -14.8% |
| 3M | -20.6% | +21.7% | -42.2% | -24.5% |
| 6M | -29.0% | +4.0% | -33.0% | -30.3% |
| YTD | -33.7% | +6.2% | -39.9% | -35.5% |
| 1Y | -46.2% | +5.4% | -51.6% | -47.5% |
| 3Y | +39.8% | +11.7% | +28.0% | +31.6% |
| 5Y | -9.0% | -35.6% | +26.7% | -2.9% |
| 10Y | +441.5% | +68.7% | +372.7% | +354.4% |
| All | +51,846.2% | +3,157.1% | +48,689.1% | +21,860.7% |
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