-37.8%
NFLX vs CF
+62.4%
-100.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.2% | -2.1% | -5.3% |
| 7D | -4.2% | +6.0% | -10.3% | -4.2% |
| 30D | +5.5% | +14.8% | -9.4% | +5.4% |
| 3M | -4.1% | +14.1% | -18.1% | -4.1% |
| 6M | -20.7% | +28.5% | -49.2% | -21.9% |
| YTD | -16.5% | +74.9% | -91.5% | -18.9% |
| 1Y | -37.8% | +61.7% | -99.5% | -39.8% |
| All | -37.8% | +62.4% | -100.2% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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