+47.0%
NFLX vs CF
+58.0%
-11.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -9.3% |
| 3M | -13.7% | +4.8% | -18.6% | -13.9% |
| 6M | -26.9% | +4.7% | -31.6% | -27.1% |
| YTD | -31.8% | +56.5% | -88.3% | -34.7% |
| 1Y | -42.1% | +48.4% | -90.5% | -44.3% |
| 3Y | +47.0% | +59.1% | -12.2% | +35.7% |
| All | +47.0% | +58.0% | -11.0% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling