+681.8%
NFLX vs CF
+569.3%
+112.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.2% | -2.1% | -4.9% |
| 7D | -4.2% | +6.0% | -10.3% | -5.1% |
| 30D | +5.5% | +14.8% | -9.4% | +3.2% |
| 3M | -4.1% | +14.1% | -18.1% | -6.2% |
| 6M | -20.7% | +28.5% | -49.2% | -24.6% |
| YTD | -16.5% | +74.9% | -91.5% | -24.7% |
| 1Y | -37.8% | +61.7% | -99.5% | -43.3% |
| 3Y | +77.9% | +80.3% | -2.4% | +56.6% |
| 5Y | +32.5% | +226.0% | -193.5% | +1.2% |
| All | +681.8% | +569.3% | +112.5% | +377.5% |
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