+448.1%
NFLX vs CF
+494.2%
-46.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.4% |
| 7D | -0.3% | +4.8% | -5.0% | -1.0% |
| 30D | -10.0% | +9.7% | -19.7% | -11.3% |
| 3M | -17.1% | +1.2% | -18.3% | -17.5% |
| 6M | -27.7% | +7.4% | -35.1% | -28.9% |
| YTD | -32.5% | +60.5% | -93.1% | -38.4% |
| 1Y | -43.5% | +50.7% | -94.3% | -47.9% |
| 3Y | +41.4% | +64.8% | -23.4% | +26.5% |
| 5Y | -2.2% | +115.8% | -118.0% | -18.9% |
| 10Y | +448.1% | +481.0% | -32.9% | +284.2% |
| All | +448.1% | +494.2% | -46.1% | +284.2% |
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