+423.4%
NFLX vs CF
+546.3%
-122.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | +2.6% | -0.9% | +3.5% | +2.6% |
| 30D | -9.0% | +6.9% | -16.0% | -10.0% |
| 3M | -13.7% | +4.8% | -18.6% | -14.6% |
| 6M | -26.9% | +4.7% | -31.6% | -27.9% |
| YTD | -31.8% | +56.5% | -88.3% | -37.4% |
| 1Y | -42.1% | +48.4% | -90.5% | -46.4% |
| 3Y | +47.0% | +59.1% | -12.2% | +32.2% |
| 5Y | -2.5% | +109.5% | -112.0% | -18.6% |
| 10Y | +423.4% | +487.0% | -63.6% | +279.8% |
| All | +423.4% | +546.3% | -122.9% | +279.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling