+65,302.9%
NFLX vs CCI
+2,580.2%
+62,722.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.9% | -3.5% | -4.9% |
| 7D | -4.2% | -0.4% | -3.8% | -4.1% |
| 30D | +5.5% | +2.7% | +2.8% | +4.8% |
| 3M | -4.1% | -18.2% | +14.1% | +0.3% |
| 6M | -20.7% | -14.8% | -5.9% | -18.1% |
| YTD | -16.5% | -12.6% | -3.9% | -14.5% |
| 1Y | -37.8% | -16.7% | -21.0% | -35.6% |
| 3Y | +77.9% | -10.5% | +88.4% | +76.7% |
| 5Y | +32.5% | -51.4% | +83.9% | +51.6% |
| 10Y | +703.6% | +20.0% | +683.5% | +632.5% |
| All | +65,302.9% | +2,580.2% | +62,722.7% | +28,984.9% |
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 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